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	param	t-stat
$ω$	0.0504	7.97
$α$	0.0020	0.50
$β$	0.8962	166.71
$γ$	0.1279	8.76

V-Lab

LeaderShares Equity Skew ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LeaderShares Equity Skew ETF Analyses