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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3678	13.73***
α ARCH Response to squared shocks	-0.0334	-1.19
β GARCH Volatility persistence	-0.7255	-16.84***
γ leverage Additional response to negative shocks	-0.3410	-14.12***

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Simplify US Equity PLUS Managed Futures Strategy ETF EGARCH Volatility Analysis

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