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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2680	7.23***
α ARCH Response to squared shocks	0.0846	40.35***
β GARCH Volatility persistence	0.9901	659.63***
ν DF Student-t tail thickness	8.4134	5.94***

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S&P 500 Equal Weight Index (EWI) GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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