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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8609	8.17***
α ARCH Response to squared shocks	0.1405	1.35
β GARCH Volatility persistence	0.6366	3.43***

V-Lab

Hartford Alpha Capture Value ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hartford Alpha Capture Value ETF Analyses