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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.2648	72.93***
β GARCH Volatility persistence	0.3761	97.77***
γ leverage Additional response to negative shocks	0.5000	71.45***
λ₁ tau intercept Baseline long-term coefficient	3.7355	0.11
λ₂ forecast adj. Forecast performance sensitivity	0.0288	0.11
λ₃ tau persistence Long-term factor persistence	0.9712	2.63***

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Defiance Daily Target 2X Short HOOD ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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