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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0108	3.34***
α ARCH Response to squared shocks	0.1497	26.93***
β GARCH Volatility persistence	0.9750	785.06***
γ leverage Additional response to negative shocks	-0.1243	-24.09***

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Russell 1000 Growth Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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