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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.8118	15.10***
α ARCH Response to squared shocks	0.1815	9.92***
β GARCH Volatility persistence	0.2160	15.63***
γ leverage Additional response to negative shocks	4.1667	11.51***

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Defiance BMNR Option Income ETF AGARCH Volatility Analysis

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