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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2103	2.49**
α ARCH Response to squared shocks	0.1527	1.56
β GARCH Volatility persistence	0.3493	3.34***

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Hedgeye Fourth Turning ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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