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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2091	11.24***
α ARCH Response to squared shocks	0.0189	0.98
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.5584	2.89***

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iShares Systematic Alternatives Active ETF GJR-GARCH Volatility Analysis

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