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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7978	4.00***
α ARCH Response to squared shocks	0.0921	10.76***
β GARCH Volatility persistence	0.4931	21.57***
γ leverage Additional response to negative shocks	4.3590	13.07***

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CBOE Realized Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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