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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1393	3.89***
α ARCH Response to squared shocks	0.2194	9.47***
β GARCH Volatility persistence	0.7359	38.79***

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Defiance OIL Enhanced OP ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses