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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	13.11***
α ARCH Response to squared shocks	0.1409	6.83***
β GARCH Volatility persistence	0.5111	32.41***
γ leverage Additional response to negative shocks	-2.7728	-2.72***

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Leverage Shares 2X Long NIO Daily ETF AGARCH Volatility Analysis

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