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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0960	38.05***
β GARCH Volatility persistence	0.8860	351.02***
γ leverage Additional response to negative shocks	0.7114	17.28***

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Invesco QQQ Trust Series 1 AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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