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{type} for {date}

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	param	t-stat
$ω$	0.9340	3.90
$α$	0.5704	6.09
$β$	0.4238	4.59
$γ_{1}$	77.2463	2.36
$γ_{2}$	-109.0054	-2.12
$γ_{3}$	51.8259	1.10
$γ_{4}$	-44.7653	-0.96
$γ_{5}$	39.3552	1.31
$γ_{6}$	-31.9689	-1.42
$γ_{7}$	60.5481	2.13
$γ_{8}$	-89.8932	-2.72
$γ_{9}$	128.1111	4.14

V-Lab

Simplify Tail Risk Strategy ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Simplify Tail Risk Strategy ETF Analyses