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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0298	29.03***
α ARCH Response to squared shocks	0.1052	13.56***
β GARCH Volatility persistence	0.7563	149.89***
γ leverage Additional response to negative shocks	0.2248	20.55***

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S&P Composite 1500 Index Asy. MEM Volatility Analysis

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