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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8511	2.24**
α ARCH Response to squared shocks	0.0402	0.77
β GARCH Volatility persistence	0.8857	4.69***

V-Lab

Calamos Nasdaq Autocallable Income ETF Spline-GARCH Volatility Analysis

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