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	param	t-stat
$ω$	0.1268	7.16
$α$	0.0386	6.52
$β$	0.8749	83.27
$γ$	0.0426	2.49

V-Lab

Syntax Stratified SmallCap ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Syntax Stratified SmallCap ETF Analyses