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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0673	7.66***
α ARCH Response to squared shocks	0.1747	14.09***
β GARCH Volatility persistence	0.7806	73.20***

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GraniteShares HIPS US High Income ETF MEM Volatility Analysis

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News Impact Curve

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