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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0051	1.83*
α ARCH Response to squared shocks	0.1396	35.40***
β GARCH Volatility persistence	0.9736	698.40***
γ leverage Additional response to negative shocks	-0.1230	-32.31***

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MSCI USA EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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