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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0681	1.75*
α ARCH Response to squared shocks	0.0555	4.51***
β GARCH Volatility persistence	0.8624	18.10***
γ leverage Additional response to negative shocks	0.4848	8.18***

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Horizon Small/Mid Cap Core Equity ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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