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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2286	8.86***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7645	48.37***
γ leverage Additional response to negative shocks	0.2107	6.16***

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SEI Select Small CAP ETF Asy. MEM Volatility Analysis

Date Range:

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