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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1301	3.00***
α ARCH Response to squared shocks	0.1070	38.45***
β GARCH Volatility persistence	0.7562	174.71***
γ leverage Additional response to negative shocks	-8.3424	-34.76***

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CBOE VIX Indicative Bid Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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