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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0392	4.67***
α ARCH Response to squared shocks	0.1604	4.06***
β GARCH Volatility persistence	0.9561	135.41***
γ leverage Additional response to negative shocks	0.0456	1.59

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Baron First Principles ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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