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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0042	2.09**
α ARCH Response to squared shocks	0.1584	39.61***
β GARCH Volatility persistence	0.9721	877.34***
γ leverage Additional response to negative shocks	-0.1222	-33.99***

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Wilshire 5000 Total Market Index EGARCH Volatility Analysis

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