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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2063	5.38***
α ARCH Response to squared shocks	0.2122	8.53***
β GARCH Volatility persistence	0.6823	51.30***

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Roundhill DLY 2X LG Magn SVN MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill DLY 2X LG Magn SVN Analyses