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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8485	13.65***
α ARCH Response to squared shocks	0.1262	4.36***
β GARCH Volatility persistence	0.4797	25.09***
γ leverage Additional response to negative shocks	-0.1008	-0.37

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Bitwise Proficio Currency Debasement ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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