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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	0.07
α ARCH Response to squared shocks	0.1245	10.17***
β GARCH Volatility persistence	0.9426	160.68***
γ leverage Additional response to negative shocks	-0.1805	-19.83***

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

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News Impact Curve

Volatility Forecast

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