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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2228	6.40***
α ARCH Response to squared shocks	0.0935	6.75***
β GARCH Volatility persistence	0.7082	17.15***
γ leverage Additional response to negative shocks	-0.1322	-1.44

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TrueShares Eagle Global Next Gen Power Infrastructure ETF AGARCH Volatility Analysis

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News Impact Curve

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