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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0272	16.64***
α ARCH Response to squared shocks	0.0069	2.51**
β GARCH Volatility persistence	0.8872	369.04***
γ leverage Additional response to negative shocks	0.1663	26.49***

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Russell Midcap Index GJR-GARCH Volatility Analysis

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Volatility Forecast

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