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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0169	10.63***
α ARCH Response to squared shocks	0.1456	30.86***
β GARCH Volatility persistence	0.9798	1,097.16***
γ leverage Additional response to negative shocks	-0.0627	-14.58***

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Dow Jones Transportation Average EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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