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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0265	11.36***
α ARCH Response to squared shocks	0.2050	52.47***
β GARCH Volatility persistence	0.7742	263.78***

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Dow Jones Utilities Average MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses