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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0372	17.71***
α ARCH Response to squared shocks	0.1506	33.64***
β GARCH Volatility persistence	0.8290	180.65***

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iShares MSCI USA Momentum Factor ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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