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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1934	19.35***
α ARCH Response to squared shocks	0.3807	35.35***
β GARCH Volatility persistence	0.6379	70.49***
γ leverage Additional response to negative shocks	-0.0546	-3.49***

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MERF Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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