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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0309	23.62***
α ARCH Response to squared shocks	0.0266	11.00***
β GARCH Volatility persistence	0.8932	440.85***
γ leverage Additional response to negative shocks	0.1261	24.20***

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NASDAQ Composite Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses