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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8311	1.18
α ARCH Response to squared shocks	0.0249	0.74
β GARCH Volatility persistence	0.9092	13.00***
γ leverage Additional response to negative shocks	-0.0249	-0.72

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

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