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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5255	0.55
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8114	0.09
ν DF Student-t tail thickness	61.1936	0.01

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Pacer S&P 500 Quality FCF R&D Leaders ETF GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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