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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9174	4.47***
α ARCH Response to squared shocks	0.1397	1.09
β GARCH Volatility persistence	0.4675	1.15

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Defiance Daily Target 2X Short HOOD ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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