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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0075	0.91
α ARCH Response to squared shocks	0.1746	13.97***
β GARCH Volatility persistence	0.9617	258.31***
γ leverage Additional response to negative shocks	-0.1711	-21.46***

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Monarch Blue Chips Elite Index ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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