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	param	t-stat
$ω$	0.0040	8.56
$α$	0.2998	8.19
$β$	0.7297	72.16
$γ$	-0.0590	-1.12

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Cabana Target Drawdown 5 ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cabana Target Drawdown 5 ETF Analyses