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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0030	5.34***
α ARCH Response to squared shocks	0.1398	6.89***
β GARCH Volatility persistence	0.7859	27.79***

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Jpmorgan Active High YLD ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses