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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.10***
α ARCH Response to squared shocks	0.0798	1.36
β GARCH Volatility persistence	0.5742	7.31***

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Leverage Shares 2X Long CNC Daily ETF MEM Volatility Analysis

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News Impact Curve

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