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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	9.36***
α ARCH Response to squared shocks	0.2286	2.80***
β GARCH Volatility persistence	0.3589	8.47***
γ leverage Additional response to negative shocks	0.3577	1.36

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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