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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9984	3.58***
α ARCH Response to squared shocks	0.2977	5.38***
β GARCH Volatility persistence	0.5523	4.42***
γ leverage Additional response to negative shocks	0.0261	0.49

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Defiance Daily Target 2X Short HOOD ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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