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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1384	6.22***
α ARCH Response to squared shocks	0.1650	9.59***
β GARCH Volatility persistence	0.7809	36.28***

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AlphaDroid Defensive Sector Rotation ETF GARCH Volatility Analysis

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