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	param	t-stat
$ω$	1.2792	9.91
$α$	0.0923	9.41
$β$	0.8891	80.07
$γ_{1}$	0.0009	3.59

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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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