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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4188	5.36***
α ARCH Response to squared shocks	0.0531	3.09***
β GARCH Volatility persistence	0.8767	66.87***
γ leverage Additional response to negative shocks	0.0613	1.38

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Fidelity WSE Orgn Bitcoin FD GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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