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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	18.20***
α ARCH Response to squared shocks	0.1196	8.91***
β GARCH Volatility persistence	0.8637	186.87***
γ leverage Additional response to negative shocks	0.0295	1.49

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PIMCO Enhanced Low Duration Active ETF GJR-GARCH Volatility Analysis

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