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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1325	2.79***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8764	38.22***
γ leverage Additional response to negative shocks	0.1098	2.36**

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SEI Select Small CAP ETF GJR-GARCH Volatility Analysis

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