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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0217	7.36***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9919	107.11***
γ leverage Additional response to negative shocks	-0.0825	-2.86***

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Eventide International ETF AGARCH Volatility Analysis

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