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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1175	6.50***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6908	19.24***
γ leverage Additional response to negative shocks	0.2204	3.14***

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Hartford Alpha Capture Value ETF GJR-GARCH Volatility Analysis

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