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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7278	4.85***
α ARCH Response to squared shocks	0.0707	1.17
β GARCH Volatility persistence	0.6555	1.85*

V-Lab

DF Tactical 30 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other DF Tactical 30 ETF Analyses