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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0066	5.91***
α ARCH Response to squared shocks	0.1596	34.02***
β GARCH Volatility persistence	0.9784	1,050.96***
γ leverage Additional response to negative shocks	-0.0562	-13.52***

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State Street Utilities Select Sector SPDR ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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