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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	16.29***
α ARCH Response to squared shocks	0.1325	15.79***
β GARCH Volatility persistence	0.4965	28.65***
γ leverage Additional response to negative shocks	-6.0902	-16.35***

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CBOE IBM Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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