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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0586	12.59***
α ARCH Response to squared shocks	-0.3160	-11.54***
β GARCH Volatility persistence	0.7870	46.15***
γ leverage Additional response to negative shocks	-0.2277	-9.57***

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Leverage Shares 2X Long CIFR Daily ETF EGARCH Volatility Analysis

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