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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.87*
α ARCH Response to squared shocks	0.2507	2.36**
β GARCH Volatility persistence	0.8131	22.59***
γ leverage Additional response to negative shocks	-0.2278	-2.00**

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Leverage Shares 2X Long ECHO Daily ETF Asy. MEM Volatility Analysis

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