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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5643	3.37***
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	-0.1815	0.00

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Pacer S&P 500 Quality FCF R&D Leaders ETF AGARCH Volatility Analysis

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