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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0594	3.89***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9533	64.21***
γ leverage Additional response to negative shocks	-0.0072	-0.09

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Columbia Research Enhanced Small Cap ETF AGARCH Volatility Analysis

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