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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8459	3.82***
α ARCH Response to squared shocks	0.0655	1.07
β GARCH Volatility persistence	0.6851	3.18***

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Hedgeye Fourth Turning ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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