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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0008	0.54
α ARCH Response to squared shocks	0.0935	49.61***
β GARCH Volatility persistence	0.8804	422.85***
γ leverage Additional response to negative shocks	0.6331	42.04***

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S&P MidCap 400 Index AGARCH Volatility Analysis

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