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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1229	12.44***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.2731	2.26**

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Simplify US Equity PLUS Managed Futures Strategy ETF GJR-GARCH Volatility Analysis

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