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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9305	8.17***
α ARCH Response to squared shocks	0.0433	0.77
β GARCH Volatility persistence	0.4591	0.65

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Genter Capital TAX Qlty Inmd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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