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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6827	3.90***
α ARCH Response to squared shocks	0.0227	1.37
β GARCH Volatility persistence	0.7821	20.70***
γ leverage Additional response to negative shocks	0.1343	2.69***

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Defiance BMNR Option Income ETF Asy. MEM Volatility Analysis

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News Impact Curve

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