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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6121	6.33***
α ARCH Response to squared shocks	0.1913	8.62***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.6675	9.45***
δ power Transformation power	0.5000	2.96***

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iShares Systematic Alternatives Active ETF APARCH Volatility Analysis

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