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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0186	22.49***
α ARCH Response to squared shocks	0.1065	43.69***
β GARCH Volatility persistence	0.8782	371.66***

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FT Wilshire 5000 Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Wilshire 5000 Index Analyses