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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1851	14.58***
α ARCH Response to squared shocks	0.1360	24.59***
β GARCH Volatility persistence	0.9450	330.29***
γ leverage Additional response to negative shocks	0.1228	24.18***

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SMI Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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