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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2826	22.36***
α ARCH Response to squared shocks	0.1443	24.20***
β GARCH Volatility persistence	0.8299	192.86***
γ leverage Additional response to negative shocks	-0.0187	-1.92*

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Albert David Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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