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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0354	15.48***
α ARCH Response to squared shocks	0.0106	0.98
β GARCH Volatility persistence	0.8507	99.87***
γ leverage Additional response to negative shocks	0.2082	13.77***

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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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