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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1047	2.35**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8083	12.97***
γ leverage Additional response to negative shocks	0.1027	3.42***

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Global X S&P 500 Christin VL GJR-GARCH Volatility Analysis

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News Impact Curve

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