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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.1077	38.84***
β GARCH Volatility persistence	0.8693	299.54***
γ leverage Additional response to negative shocks	0.7014	29.14***

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State Street Financial Select Sector SPDR ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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