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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0044	1.39
α ARCH Response to squared shocks	0.0669	39.46***
β GARCH Volatility persistence	0.9224	504.05***
γ leverage Additional response to negative shocks	0.8034	26.41***

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Home Depot Inc/The AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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