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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0066	7.16***
α ARCH Response to squared shocks	0.1301	6.46***
β GARCH Volatility persistence	0.8339	55.67***
γ leverage Additional response to negative shocks	0.0712	2.98***

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Hartford Alpha Capture Value ETF Asy. MEM Volatility Analysis

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News Impact Curve

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