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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4657	6.48***
α ARCH Response to squared shocks	0.1851	1.81*
β GARCH Volatility persistence	0.2253	0.75

V-Lab

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