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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2669	6.79***
α ARCH Response to squared shocks	0.0481	0.00
β GARCH Volatility persistence	0.7420	37.29***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	2.1886	7.57***

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SEI Select Small CAP ETF Asy. Power MEM Volatility Analysis

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