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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0119	10.19***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7026	33.69***
γ leverage Additional response to negative shocks	0.5948	5.88***

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Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly GJR-GARCH Volatility Analysis

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News Impact Curve

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