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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0351	11.88***
α ARCH Response to squared shocks	0.2907	44.07***
β GARCH Volatility persistence	0.6860	149.26***

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FT Wilshire 5000 Index MEM Volatility Analysis

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Volatility Forecast

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Other FT Wilshire 5000 Index Analyses