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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5816	6.68***
α ARCH Response to squared shocks	0.0590	4.60***
β GARCH Volatility persistence	0.8852	59.17***
ν DF Student-t tail thickness	5.9549	0.73

V-Lab

Hartford Alpha Capture Value ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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