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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0833	7.00***
α ARCH Response to squared shocks	0.1119	4.17***
β GARCH Volatility persistence	0.8518	35.13***

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Baron First Principles ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses