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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2279	3.30***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8719	1.90*

V-Lab

MD Sass Concentrated Value ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses