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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0358	9.11***
α ARCH Response to squared shocks	0.2190	43.95***
β GARCH Volatility persistence	0.7639	209.57***

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State Street Industrial Select Sector SPDR ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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