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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6188	6.10***
α ARCH Response to squared shocks	0.0368	1.69*
β GARCH Volatility persistence	0.7974	62.52***
γ leverage Additional response to negative shocks	0.2051	4.71***

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ProShares UltraPro S&P 500 GJR-GARCH Volatility Analysis

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Volatility Forecast

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