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	param	t-stat
$ω$	0.4929	3.77
$α$	0.3897	10.70
$β$	0.5725	8.93
$γ$	0.0196	0.36
$δ$	1.7319	4.48

V-Lab

US Value ETF Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses