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	param	t-stat
$ω$	0.4930	25.58
$α$	0.1084	14.42
$β$	0.6365	60.89
$γ$	0.2526	3.66

V-Lab

Syntax Stratified SmallCap ETF AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Syntax Stratified SmallCap ETF Analyses