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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7071	5.57***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.1974	0.11

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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