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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.1287	19.71***
β GARCH Volatility persistence	0.8087	105.54***
γ leverage Additional response to negative shocks	0.6678	16.26***

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Proshares S&P 500 EX-Technology ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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