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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0255	8.18***
α ARCH Response to squared shocks	0.2203	52.13***
β GARCH Volatility persistence	0.7720	261.16***

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State Street Consumer Discretionary Select Sector SPDR ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses