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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1603	1.28
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9357	28.08***
γ leverage Additional response to negative shocks	0.0642	1.18

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YieldMax TSLA Performance & Distribution Target 25 ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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