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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0551	6.18***
α ARCH Response to squared shocks	0.0053	0.06
β GARCH Volatility persistence	-0.0942	-0.51
γ leverage Additional response to negative shocks	0.2112	3.69***

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Leverage Shares 2X Long CNC Daily ETF EGARCH Volatility Analysis

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