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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0442	6.53***
α ARCH Response to squared shocks	0.3524	15.68***
β GARCH Volatility persistence	0.5883	39.37***

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Defiance S&P 500 TRG Inc ETF MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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