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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0181	7.96***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7662	31.59***
γ leverage Additional response to negative shocks	0.1698	4.20***

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Grayscale Bitcoin Miners ETF GJR-GARCH Volatility Analysis

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