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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0008	0.07
α ARCH Response to squared shocks	-0.2098	-5.59***
β GARCH Volatility persistence	0.9943
γ leverage Additional response to negative shocks	-0.0787	-5.61***

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Baron Technology ETF EGARCH Volatility Analysis

Date Range:

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