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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2782	3.58***
α ARCH Response to squared shocks	0.0427	6.29***
β GARCH Volatility persistence	0.9286	72.47***
γ leverage Additional response to negative shocks	0.2373	33.83***

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CBOE VIX Indicative Bid Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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