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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0403	31.68***
α ARCH Response to squared shocks	0.0996	29.98***
β GARCH Volatility persistence	0.7995	309.78***
γ leverage Additional response to negative shocks	0.1524	24.77***

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S&P SmallCap 600 Index Asy. MEM Volatility Analysis

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Volatility Forecast

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