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	param	t-stat
$ω$	0.0564	2.39
$α$	0.0000	0.00
$β$	0.9050	31.04
$γ$	0.1052	1.89

V-Lab

Horizon Small/Mid Cap Core Equity ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Small/Mid Cap Core Equity ETF Analyses