Test-time scaling (TTS) has gained widespread attention for enhancing LLM reasoning. Existing approaches such as Best-of-N and majority voting are limited as their performance depends on the quality of candidate responses, making them unable to produce a correct solution when all candidates are incorrect. Parallel self-refinement, generating multiple candidates and synthesizing a refined answer conditioned on them, offers a promising alternative, but the underlying mechanism driving its effectiveness remains obscure. To bridge this gap in understanding, we introduce a new metric, the Refinement Gap, designed to quantify the relative improvement of self-refinement beyond majority voting. We show that the Refinement Gap exhibits a clear scaling trend with model size and is only weakly correlated with the base capability. Based on this discovery, we propose Generative Self-Refinement (GSR), a parallel test-time scaling framework that transfers the refinement policy from larger teacher models with higher refinement gap into smaller students. Crucially, GSR jointly trains a single model to generate strong candidates and refine a better final answer based on these candidates. Experimental results demonstrate that our method achieves state-of-the-art performance across five mathematical benchmarks over other parallel aggregation methods, while the learned refinement skill transfers across multiple model scales and families and exhibits robust generalization to an out-of-distribution domain.