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	param	t-stat
$ω$	1.2817	9.86
$α$	0.0919	9.33
$β$	0.8897	80.01
$γ_{1}$	0.0009	3.61

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State Street Materials Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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