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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0185	7.42***
α ARCH Response to squared shocks	0.0569	1.18
β GARCH Volatility persistence	0.6903	2.03**

V-Lab

SOL Strategies Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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