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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0461	5.89***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8345	45.32***
γ leverage Additional response to negative shocks	0.2038	5.61***

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Defiance S&P 500 TRG Inc ETF GJR-GARCH Volatility Analysis

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