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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0190	17.73***
α ARCH Response to squared shocks	0.0790	35.24***
β GARCH Volatility persistence	0.9014	371.41***
γ leverage Additional response to negative shocks	0.2996	14.97***

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State Street Utilities Select Sector SPDR ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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