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	param	t-stat
$ω$	2.4497	3.38
$α$	0.1226	9.30
$β$	0.9564	75.77
$ν$	4.9533	3.09

V-Lab

iShares Factors US Value Style ETF GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other iShares Factors US Value Style ETF Analyses