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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9531	4.65***
α ARCH Response to squared shocks	0.1918	1.64
β GARCH Volatility persistence	0.2103	0.42

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Nomura Tax-Free USA ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nomura Tax-Free USA ETF Analyses