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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0738	3.08***
α ARCH Response to squared shocks	0.0620	8.30***
β GARCH Volatility persistence	0.9019	41.45***
γ leverage Additional response to negative shocks	1.0000	11.06***
δ power Transformation power	0.9717	4.75***

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SEI Select Small CAP ETF APARCH Volatility Analysis

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