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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4451	0.99
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	0.0000	0.00

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Pacer S&P 500 Quality FCF High Dividend ETF GJR-GARCH Volatility Analysis

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