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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7455	4.51***
α ARCH Response to squared shocks	0.0418	0.75
β GARCH Volatility persistence	0.7898	2.11**

V-Lab

DF Tactical 30 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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