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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0215	8.41***
α ARCH Response to squared shocks	0.1699	34.17***
β GARCH Volatility persistence	0.9773	825.40***
γ leverage Additional response to negative shocks	-0.1054	-20.81***

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Invesco QQQ Trust Series 1 EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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