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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3441	3.17***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7992	17.28***
γ leverage Additional response to negative shocks	0.1443	2.80***

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DF Tactical 30 ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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