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	param	t-stat
$ω$	1.0838	6.89
$α$	0.1529	1.22
$β$	0.3903	1.03
$γ_{1}$	-1.5740	-1.30

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Nightshares 2000 ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightshares 2000 ETF Analyses