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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0085	7.54***
α ARCH Response to squared shocks	0.2741	8.68***
β GARCH Volatility persistence	0.7310	43.95***
γ leverage Additional response to negative shocks	-0.0102	-0.25

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Baron First Principles ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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