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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5140	3.02***
α ARCH Response to squared shocks	-0.8852	-0.40
β GARCH Volatility persistence	0.7931	230.29***
γ leverage Additional response to negative shocks	-0.1216	-0.08

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Grayscale Avalanche Staking ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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