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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.84***
α ARCH Response to squared shocks	0.2090	2.65***
β GARCH Volatility persistence	0.3854	9.06***
γ leverage Additional response to negative shocks	0.3687	1.47

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Franklin XRP ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin XRP ETF Analyses