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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0338	14.92***
α ARCH Response to squared shocks	0.0103	1.53
β GARCH Volatility persistence	0.8636	181.40***
γ leverage Additional response to negative shocks	0.1984	20.58***

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S&P Total Market Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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