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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0233	25.51***
α ARCH Response to squared shocks	0.1012	43.95***
β GARCH Volatility persistence	0.8822	373.48***

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S&P MidCap 400 Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P MidCap 400 Index Analyses