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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.57
α ARCH Response to squared shocks	0.1532	1.42
β GARCH Volatility persistence	0.8449	16.02***
γ leverage Additional response to negative shocks	-0.1532	-1.41

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

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