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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5118	9.15***
α ARCH Response to squared shocks	-0.0735	-1.78*
β GARCH Volatility persistence	0.3547	6.22***
γ leverage Additional response to negative shocks	0.3605	9.80***

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Leverage Shares 2X Long ECHO Daily ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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