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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8538	3.95***
α ARCH Response to squared shocks	0.1081	3.04***
β GARCH Volatility persistence	0.6381	6.84***
γ leverage Additional response to negative shocks	-0.1208	-4.63***

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Leverage Shares 2x Long IREN Daily ETF EGARCH Volatility Analysis

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