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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.0791	18.55***
α ARCH Response to squared shocks	0.3241	13.51***
β GARCH Volatility persistence	0.1562	10.29***
γ leverage Additional response to negative shocks	1.6768	7.07***

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YieldMax MSTR Performance & Income Target 25 ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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