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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.95
α ARCH Response to squared shocks	0.1679	2.87***
β GARCH Volatility persistence	0.7925	30.70***

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Leverage Shares 2X Long GLW Daily ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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