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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9374	4.54***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9506	8.92***

V-Lab

Simplify US Equity PLUS Managed Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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