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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1787	8.80***
α ARCH Response to squared shocks	-0.2481	-9.69***
β GARCH Volatility persistence	0.8414	58.62***
γ leverage Additional response to negative shocks	-0.1639	-5.67***

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Twin Oak Strategic Solutions ETF EGARCH Volatility Analysis

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Volatility Forecast

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