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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0157	14.78***
α ARCH Response to squared shocks	0.2249	11.37***
β GARCH Volatility persistence	0.7099	83.77***
γ leverage Additional response to negative shocks	0.1303	4.08***

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Goldman Sachs Nasdaq-100 Premium Income ETF Asy. MEM Volatility Analysis

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