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	param	t-stat
$ω$	0.0860	12.16
$α$	0.0049	0.22
$β$	0.7340	44.08
$γ$	0.2932	9.35

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Deltashares S&P 500 Managed Risk ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Deltashares S&P 500 Managed Risk ETF Analyses