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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4184	1.79*
α ARCH Response to squared shocks	0.0447	1.54
β GARCH Volatility persistence	0.9241	27.52***
γ leverage Additional response to negative shocks	-0.0446	-1.59

V-Lab

Leverage Shares 2X Long NIO Daily ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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