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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.11
α ARCH Response to squared shocks	0.0538	2.14**
β GARCH Volatility persistence	0.9535	41.41***
γ leverage Additional response to negative shocks	-0.0538	-2.03**

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Leverage Shares 2X Long CIFR Daily ETF Asy. MEM Volatility Analysis

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