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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3844	0.09
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9988	0.12
ν DF Student-t tail thickness	16.6004	0.01

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Simplify US Equity PLUS Managed Futures Strategy ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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