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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1751	8.27***
α ARCH Response to squared shocks	0.1235	1.58
β GARCH Volatility persistence	0.6648	4.46***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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