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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0180	0.46
α ARCH Response to squared shocks	-0.0306	-5.36***
β GARCH Volatility persistence	0.9676	69.37***
γ leverage Additional response to negative shocks	-0.1371	-13.65***

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SEI Select Small CAP ETF EGARCH Volatility Analysis

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