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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4448	0.11
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9880	1.18
ν DF Student-t tail thickness	13.9221	0.01

V-Lab

Pacer S&P 500 Quality FCF High Dividend ETF GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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