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	param	t-stat
$ω$	0.6081	18.80
$α$	0.3964	7.13
$β$	0.5091	65.97
$γ$	0.1123	1.89

V-Lab

US Value ETF Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses