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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4990	9.10***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.3322	5.64***
γ leverage Additional response to negative shocks	0.4623	4.63***

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Fundstrat Granny Shots US Large Cap & Income ETF GJR-GARCH Volatility Analysis

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