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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4657	6.64***
α ARCH Response to squared shocks	0.1600	1.47
β GARCH Volatility persistence	0.1802	0.50

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Defiance BMNR Option Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance BMNR Option Income ETF Analyses