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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0013	5.36***
α ARCH Response to squared shocks	0.2473	7.34***
β GARCH Volatility persistence	0.7444	38.92***
γ leverage Additional response to negative shocks	0.0167	0.35

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State Street Bridgewater All Weather ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Bridgewater All Weather ETF Analyses