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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0537	8.93***
α ARCH Response to squared shocks	0.0816	4.89***
β GARCH Volatility persistence	0.7761	41.19***
γ leverage Additional response to negative shocks	0.0858	2.24**

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Sequoia Global Value ETF Asy. MEM Volatility Analysis

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