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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1100	8.76***
α ARCH Response to squared shocks	0.1159	6.85***
β GARCH Volatility persistence	0.7146	23.84***

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

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News Impact Curve

Volatility Forecast

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