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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8112	2.92***
α ARCH Response to squared shocks	0.0713	1.48
β GARCH Volatility persistence	0.8527	5.34***

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Ctac NV Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ctac NV Analyses