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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.5000	124.16***
β GARCH Volatility persistence	0.0325	213.65***
γ leverage Additional response to negative shocks	-0.5000	-125.28***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0381	88.59***
λ₃ tau persistence Long-term factor persistence	0.6545	640.41***

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Leverage Shares 2X Long DUOL Daily ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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