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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0561	4.46***
α ARCH Response to squared shocks	-0.2038	-11.97***
β GARCH Volatility persistence	0.9717	552.41***
γ leverage Additional response to negative shocks	-0.1821	-8.76***

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VanEck Solana ETF EGARCH Volatility Analysis

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