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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0624	16.83***
α ARCH Response to squared shocks	0.0761	30.57***
β GARCH Volatility persistence	0.9096	324.39***

V-Lab

State Street SPDR S&P Semiconductor ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Semiconductor ETF Analyses