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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2531	0.06
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9990	0.01
ν DF Student-t tail thickness	8.2595	0.03

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iShares Systematic Alternatives Active ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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