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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8121	4.29***
α ARCH Response to squared shocks	0.1230	1.85*
β GARCH Volatility persistence	0.8043	9.08***

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Defiance S&P 500 TRG Inc ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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