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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0017	0.09
α ARCH Response to squared shocks	0.0530	4.90***
β GARCH Volatility persistence	0.9588	101.12***
γ leverage Additional response to negative shocks	-0.1587	-17.97***

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Strive 500 ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Strive 500 ETF Analyses