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	param	t-stat
$ω$	0.8657	2.86
$α$	0.1809	1.46
$β$	0.4099	1.10
$γ_{1}$	-2.4853	-0.32

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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