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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0210	11.66***
α ARCH Response to squared shocks	0.1309	35.74***
β GARCH Volatility persistence	0.9867	1,501.80***
γ leverage Additional response to negative shocks	-0.0588	-16.73***

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VanEck Semiconductor ETF Fund EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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