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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4380	7.66***
α ARCH Response to squared shocks	0.0927	10.29***
β GARCH Volatility persistence	0.8930	92.85***

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State Street Consumer Discretionary Select Sector SPDR ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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