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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0265	23.97***
α ARCH Response to squared shocks	0.0207	11.18***
β GARCH Volatility persistence	0.8909	479.74***
γ leverage Additional response to negative shocks	0.1382	27.71***

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S&P MidCap 400 Index GJR-GARCH Volatility Analysis

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