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	param	t-stat
$ω$	0.0070	0.42
$α$	0.2116	10.01
$β$	0.9061	67.58
$γ$	-0.1420	-6.12

V-Lab

Foundations Dynamic Core ETF EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Foundations Dynamic Core ETF Analyses