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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0450	17.75***
α ARCH Response to squared shocks	0.0125	5.96***
β GARCH Volatility persistence	0.8988	419.61***
γ leverage Additional response to negative shocks	0.1316	22.26***

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iShares Russell 2000 ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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