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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7758	45.74***
γ leverage Additional response to negative shocks	0.1646	16.76***
λ₁ tau intercept Baseline long-term coefficient	0.0701	1.12
λ₂ forecast adj. Forecast performance sensitivity	0.1061	1.45
λ₃ tau persistence Long-term factor persistence	0.8705	9.19***

V-Lab

Defiance Space and Connective Tech ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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