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{type} for {date}

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	param	t-stat
$ω$	1.2640	4.48
$α$	0.2250	1.93
$β$	0.4218	1.64
$γ_{1}$	20.4039	2.32
$γ_{2}$	-30.5470	-2.06
$γ_{3}$	27.1570	1.69
$γ_{4}$	-35.2225	-1.57
$γ_{5}$	24.2457	1.35

V-Lab

Foundations Dynamc Value ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Foundations Dynamc Value ETF Analyses