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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0356	15.50***
α ARCH Response to squared shocks	0.0105	0.97
β GARCH Volatility persistence	0.8501	99.34***
γ leverage Additional response to negative shocks	0.2095	13.88***

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Proshares S&P 500 EX-Technology ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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