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	param	t-stat
$ω$	0.7568	2.59
$α$	0.0000	0.00
$β$	0.9272	6.31
$γ_{1}$	-2.8319	-0.99

V-Lab

Baron First Principles ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses