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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0249	0.00
α ARCH Response to squared shocks	-0.2480	-0.02
β GARCH Volatility persistence	0.9744	47.23***
γ leverage Additional response to negative shocks	0.1122	0.00

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Hedgeye Fourth Turning ETF EGARCH Volatility Analysis

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