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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0310	23.68***
α ARCH Response to squared shocks	0.0265	10.95***
β GARCH Volatility persistence	0.8930	440.11***
γ leverage Additional response to negative shocks	0.1264	24.33***

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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