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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.37
α ARCH Response to squared shocks	0.0228	1.12
β GARCH Volatility persistence	0.9564	12.61***
γ leverage Additional response to negative shocks	-0.0228	-1.03

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

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