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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.5301	17.37***
α ARCH Response to squared shocks	0.0849	6.63***
β GARCH Volatility persistence	0.0011	4.64***
γ leverage Additional response to negative shocks	9.5395	11.85***

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VanEck Solana ETF AGARCH Volatility Analysis

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