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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.4903	78.02***
β GARCH Volatility persistence	0.0000	0.01
γ leverage Additional response to negative shocks	0.5000	40.21***
λ₁ tau intercept Baseline long-term coefficient	20.8392

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YieldMax MSTR Performance & Income Target 25 ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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