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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9384	5.14***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.1731	0.05

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

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Volatility Forecast

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