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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0613	7.52***
α ARCH Response to squared shocks	0.1284	32.43***
β GARCH Volatility persistence	0.7030	138.25***
γ leverage Additional response to negative shocks	-7.3803	-28.33***

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CBOE VIX Indicative Ask Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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