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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0943	15.90***
α ARCH Response to squared shocks	0.2040	44.14***
β GARCH Volatility persistence	0.7751	165.82***
γ leverage Additional response to negative shocks	0.0751	8.16***
δ power Transformation power	1.2953	21.22***

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News Impact Curve

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