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	param	t-stat
$ω$	0.0027	2.63
$α$	0.0000	0.00
$β$	0.9431	38.74
$γ$	0.0498	0.57

V-Lab

BNY Mellon Active Core Bond ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BNY Mellon Active Core Bond ETF Analyses