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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0416	2.46**
α ARCH Response to squared shocks	0.0219	2.39**
β GARCH Volatility persistence	0.9321	42.36***

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Horizon Small/Mid Cap Core Equity ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Small/Mid Cap Core Equity ETF Analyses