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	param	t-stat
$ω$	1.1456	4.41
$α$	0.1489	2.01
$β$	0.6723	5.98
$γ_{1}$	2.5079	2.15
$γ_{2}$	-3.3768	-2.22

V-Lab

Foundations Dynamic Core ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Foundations Dynamic Core ETF Analyses