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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0620	8.90***
α ARCH Response to squared shocks	0.0912	9.60***
β GARCH Volatility persistence	0.7324	45.76***
γ leverage Additional response to negative shocks	0.7999	17.01***

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Xtrackers S&P 100 Ex Top 20 ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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