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{type} for {date}

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	param	t-stat
$ω$	0.9677	5.03
$α$	0.5329	5.63
$β$	0.4657	4.90
$γ_{1}$	20.4432	1.15
$γ_{2}$	-29.4650	-1.19
$γ_{3}$	5.8103	0.34
$γ_{4}$	4.8304	0.30
$γ_{5}$	12.5636	0.85
$γ_{6}$	-27.9944	-2.28

V-Lab

Simplify Tail Risk Strategy ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Simplify Tail Risk Strategy ETF Analyses