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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5831	2.88***
α ARCH Response to squared shocks	0.0025	0.13
β GARCH Volatility persistence	0.5546	3.21***
γ leverage Additional response to negative shocks	1.0000	17.20***
δ power Transformation power	0.5000	4.49***

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Twin Oak Strategic Solutions ETF APARCH Volatility Analysis

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