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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0072	2.86***
α ARCH Response to squared shocks	0.1483	35.24***
β GARCH Volatility persistence	0.9755	781.06***
γ leverage Additional response to negative shocks	-0.1282	-34.08***

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Russell Midcap Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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