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	param	t-stat
$ω$	0.0268	10.22
$α$	0.0552	0.19
$β$	0.9279	139.37
$γ$	1.0000	0.13
$δ$	1.3666	9.68

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iShares Factors US Value Style ETF APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Factors US Value Style ETF Analyses