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	param	t-stat
$ω$	0.0312	3.75
$α$	0.0000	0.00
$β$	0.9719	71.08
$γ$	0.0212	0.71

V-Lab

Baron First Principles ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses