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	param	t-stat
$m$	31
$α$	0.4853	22.02
$β$	0.4093	1,149.62
$γ$	-0.4853	-22.02
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0216	26.42
$λ_{3}$	0.0000	32.00

V-Lab

JPMorgan Sustainable Consumption ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan Sustainable Consumption ETF Analyses