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	param	t-stat
$ω$	0.0602	5.19
$α$	0.0266	2.05
$β$	0.7708	26.25
$γ$	0.2103	3.51

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Nightshares 500 ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightshares 500 ETF Analyses