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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5740	5.83***
α ARCH Response to squared shocks	0.0946	39.30***
β GARCH Volatility persistence	0.9899	547.22***
ν DF Student-t tail thickness	7.1904	7.69***

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State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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