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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0834	2.67***
α ARCH Response to squared shocks	0.2048	4.15***
β GARCH Volatility persistence	0.8666	59.28***
γ leverage Additional response to negative shocks	-0.1951	-2.78***

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Simplify US Equity PLUS Managed Futures Strategy ETF Asy. MEM Volatility Analysis

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