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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0291	16.39***
α ARCH Response to squared shocks	0.0168	2.72***
β GARCH Volatility persistence	0.8651	203.09***
γ leverage Additional response to negative shocks	0.1963	20.67***

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Invesco S&P 500 Quality ETF GJR-GARCH Volatility Analysis

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