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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8986	5.69***
α ARCH Response to squared shocks	0.2227	1.09
β GARCH Volatility persistence	0.2084	1.52
γ leverage Additional response to negative shocks	-0.2227	-1.10

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Pacer S&P M 400 Q FCF AR ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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