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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3422	6.85***
α ARCH Response to squared shocks	0.0730	1.66*
β GARCH Volatility persistence	0.8015	7.07***

V-Lab

Jpmorgan Limited Dura BO ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Limited Dura BO ETF Analyses