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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0413	0.58
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9847	27.07***
γ leverage Additional response to negative shocks	-0.0552	0.00

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Simplify US Equity PLUS Managed Futures Strategy ETF AGARCH Volatility Analysis

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