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	param	t-stat
$ω$	0.0971	6.81
$α$	0.0221	2.02
$β$	0.6953	23.68
$γ$	0.3419	4.66

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Nightshares 2000 ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightshares 2000 ETF Analyses