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	param	t-stat
$ω$	-0.0095	-0.98
$α$	-0.3134	-9.13
$β$	0.9638	174.61
$γ$	-0.1295	-2.90

V-Lab

Baron First Principles ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses