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{type} for {date}

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	param	t-stat
$ω$	1.0285	3.14
$α$	0.0032	0.07
$β$	0.0000	0.00
$γ_{1}$	5.1267	0.46
$γ_{2}$	1.9254	0.12
$γ_{3}$	-20.3642	-1.88
$γ_{4}$	19.6543	2.44

V-Lab

Principal U.S. Small-Cap Adaptive Multi-Factor ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Principal U.S. Small-Cap Adaptive Multi-Factor ETF Analyses