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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0322	5.88***
α ARCH Response to squared shocks	0.0598	5.17***
β GARCH Volatility persistence	0.9134	67.88***
γ leverage Additional response to negative shocks	0.4397	21.39***

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T Rowe Price Active Core International Equity ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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