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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.22**
α ARCH Response to squared shocks	-0.0126	-0.23
β GARCH Volatility persistence	-0.2947	-0.77
γ leverage Additional response to negative shocks	0.2594	5.16***

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Leverage Shares 2X Long NIO Daily ETF EGARCH Volatility Analysis

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