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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	4.34***
α ARCH Response to squared shocks	0.2318	7.35***
β GARCH Volatility persistence	0.5166	59.48***
γ leverage Additional response to negative shocks	-5.1302	-9.62***

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Defiance Daily Target 2X Short HOOD ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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