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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.33***
α ARCH Response to squared shocks	0.0586	1.77*
β GARCH Volatility persistence	0.5601	7.01***
γ leverage Additional response to negative shocks	0.0801	0.73

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

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News Impact Curve

Volatility Forecast

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