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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0268	19.71***
α ARCH Response to squared shocks	0.0951	37.07***
β GARCH Volatility persistence	0.8889	326.07***

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State Street Industrial Select Sector SPDR ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses