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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9787	6.63***
α ARCH Response to squared shocks	0.0935	1.11
β GARCH Volatility persistence	0.2208	0.32

V-Lab

Leverage Shares 2X Long CIFR Daily ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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