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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2536	11.79***
α ARCH Response to squared shocks	0.1393	1.21
β GARCH Volatility persistence	0.0000	0.00
ν DF Student-t tail thickness	7.2832	0.33

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

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