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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.41
α ARCH Response to squared shocks	0.0661	1.50
β GARCH Volatility persistence	0.9078	19.52***
γ leverage Additional response to negative shocks	-0.0555	-1.09

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Defiance Daily Target 2X Short HOOD ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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