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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2230	9.43***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.4156	2.39**

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iShares Systematic Alternatives Active ETF GJR-GARCH Volatility Analysis

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