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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0122	0.00
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	0.35
γ leverage Additional response to negative shocks	0.0000	0.00

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iShares Nasdaq Premium Income Active ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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