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	param	t-stat
$ω$	1.1274	5.73
$α$	0.0749	3.36
$β$	0.9104	37.78
$γ_{1}$	0.0286	0.89

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Jacob Forward ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jacob Forward ETF Analyses