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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8163	3.69***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4130	2.97***
γ leverage Additional response to negative shocks	0.1365	1.62

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Pacer S&P 500 Quality FCF R&D Leaders ETF GJR-GARCH Volatility Analysis

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News Impact Curve

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