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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0274	5.11***
α ARCH Response to squared shocks	0.1624	1.58
β GARCH Volatility persistence	0.4785	1.48

V-Lab

Fundstrat Granny Shots US Large Cap & Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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