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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0262	35.98***
α ARCH Response to squared shocks	0.1565	37.78***
β GARCH Volatility persistence	0.7886	282.95***
γ leverage Additional response to negative shocks	0.0659	10.72***

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Dow Jones Utilities Average Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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