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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0433	6.17***
α ARCH Response to squared shocks	0.0198	2.21**
β GARCH Volatility persistence	0.9207	48.31***
γ leverage Additional response to negative shocks	-0.2243	-8.95***

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Hedgeye Fourth Turning ETF AGARCH Volatility Analysis

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