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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0868	8.50***
α ARCH Response to squared shocks	0.0783	9.27***
β GARCH Volatility persistence	0.8946	88.53***
γ leverage Additional response to negative shocks	0.7525	8.31***
δ power Transformation power	0.9548	6.44***

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KraneShares Public-Private AI & Technology ETF APARCH Volatility Analysis

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