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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9706	3.12***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9262	4.40***

V-Lab

iShares Systematic Alternatives Active ETF Zero Slope Spline-GARCH Volatility Analysis

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