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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0169	21.13***
α ARCH Response to squared shocks	0.1038	41.60***
β GARCH Volatility persistence	0.8780	325.20***

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State Street Consumer Staples Select Sector SPDR ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses