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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0208	19.66***
α ARCH Response to squared shocks	0.0050	2.15**
β GARCH Volatility persistence	0.9021	376.96***
γ leverage Additional response to negative shocks	0.1506	27.73***

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S&P 100 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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