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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4934	0.04
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9989	0.02
ν DF Student-t tail thickness	63.1215	0.15

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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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