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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7946	2.86***
α ARCH Response to squared shocks	0.0351	2.02**
β GARCH Volatility persistence	0.9317	61.98***
ν DF Student-t tail thickness	5.1441	0.43

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SEI Select Small CAP ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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