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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0266	5.08***
α ARCH Response to squared shocks	0.0210	0.49
β GARCH Volatility persistence	0.9302	6.53***

V-Lab

Horizon Small/Mid Cap Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Small/Mid Cap Core Equity ETF Analyses