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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4805	11.40***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.3009	5.47***
γ leverage Additional response to negative shocks	-0.2997	0.00

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Fundstrat Granny Shots US Small- & Mid-Cap ETF AGARCH Volatility Analysis

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