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	param	t-stat
$ω$	1.4436	9.83
$α$	0.0882	8.57
$β$	0.8879	79.70
$γ_{1}$	0.0097	4.94
$γ_{2}$	-0.0120	-4.70

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State Street Utilities Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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