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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0887	4.88***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8617	47.14***
γ leverage Additional response to negative shocks	0.1525	3.60***

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Pacer Metaurus Nq100 DIV 600 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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