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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	18.97***
α ARCH Response to squared shocks	0.1058	22.79***
β GARCH Volatility persistence	0.8159	122.39***

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CBOE VIX Indicative Bid Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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