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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0170	21.59***
α ARCH Response to squared shocks	0.0937	42.11***
β GARCH Volatility persistence	0.8914	403.16***

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MSCI USA GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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