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	param	t-stat
$ω$	0.9458	2.61
$α$	0.0000	0.00
$β$	0.9613	10.89
$γ_{1}$	-1.1874	-0.50

V-Lab

Columbia Research Enhanced Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Columbia Research Enhanced Small Cap ETF Analyses