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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0752	4.99***
α ARCH Response to squared shocks	0.0913	5.00***
β GARCH Volatility persistence	0.8817	38.90***

V-Lab

Fidelity Blue Chip Growth ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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