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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0210	20.16***
α ARCH Response to squared shocks	0.0074	2.36**
β GARCH Volatility persistence	0.9013	383.03***
γ leverage Additional response to negative shocks	0.1545	28.89***

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Volatility Forecast

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