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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0156	23.35***
α ARCH Response to squared shocks	0.0849	44.25***
β GARCH Volatility persistence	0.8987	446.88***
γ leverage Additional response to negative shocks	0.2098	15.97***

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Dow Jones Utilities Average AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses