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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5185	4.62***
α ARCH Response to squared shocks	0.0677	0.69
β GARCH Volatility persistence	0.7297	2.57**

V-Lab

Baron First Principles ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

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