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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.64
α ARCH Response to squared shocks	0.1460	1.36
β GARCH Volatility persistence	0.8479	16.62***
γ leverage Additional response to negative shocks	-0.1460	-1.34

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Leverage Shares 2X Long ECHO Daily ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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