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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0292	16.52***
α ARCH Response to squared shocks	0.0166	2.69***
β GARCH Volatility persistence	0.8652	204.34***
γ leverage Additional response to negative shocks	0.1967	20.81***

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Invesco S&P 500 Quality ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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