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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.5315	13.72***
α ARCH Response to squared shocks	0.1931	36.16***
β GARCH Volatility persistence	0.6867	147.17***
γ leverage Additional response to negative shocks	-4.4519	-25.81***

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ProShares Ultra VIX Short-Term Futures ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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