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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0069	3.11***
α ARCH Response to squared shocks	0.1739	31.20***
β GARCH Volatility persistence	0.9679	688.86***
γ leverage Additional response to negative shocks	-0.1112	-24.83***

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State Street Health Care Select Sector SPDR ETF EGARCH Volatility Analysis

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