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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0213	11.74***
α ARCH Response to squared shocks	0.1667	48.76***
β GARCH Volatility persistence	0.9780	1,075.91***
γ leverage Additional response to negative shocks	-0.0930	-25.76***

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NASDAQ 100 EGARCH Volatility Analysis

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