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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0779	0.74
α ARCH Response to squared shocks	0.0511	2.46**
β GARCH Volatility persistence	0.9296	58.38***

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Columbia Research Enhanced Small Cap ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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