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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5516	14.68***
α ARCH Response to squared shocks	0.0613	8.59***
β GARCH Volatility persistence	0.9010	179.51***
γ leverage Additional response to negative shocks	0.0189	1.41

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Ethereum to US Dollar GJR-GARCH Volatility Analysis

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