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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1455	4.60***
α ARCH Response to squared shocks	0.0624	1.07
β GARCH Volatility persistence	0.8001	6.65***

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SEI Select Small CAP ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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