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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9879	2.10**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9423	0.69

V-Lab

Pacer S&P 500 Quality FCF High Dividend ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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