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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7981	2.40**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8443	10.79***
γ leverage Additional response to negative shocks	0.2129	2.54**

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Twin Oak Strategic Solutions ETF Asy. MEM Volatility Analysis

Date Range:

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