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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0054	3.41***
α ARCH Response to squared shocks	0.1452	3.86***
β GARCH Volatility persistence	0.7232	20.69***

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Jpmorgan Active High YLD ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses