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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9665	3.95***
α ARCH Response to squared shocks	0.0657	0.73
β GARCH Volatility persistence	0.5097	0.48

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Direxion Daily ORCL Bull 2X ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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