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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.54***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6431	16.59***
γ leverage Additional response to negative shocks	0.2340	3.11***

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Defiance BMNR Option Income ETF GJR-GARCH Volatility Analysis

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