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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7064	7.27***
α ARCH Response to squared shocks	0.0548	0.89
β GARCH Volatility persistence	0.5560	1.27

V-Lab

Leverage Shares 2X Avgo ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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