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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0723	4.01***
α ARCH Response to squared shocks	0.1214	1.74*
β GARCH Volatility persistence	0.8944	44.31***
γ leverage Additional response to negative shocks	-0.0973	-1.27

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Baron First Principles ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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