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	param	t-stat
$ω$	0.2675	5.21
$α$	0.1263	9.77
$β$	0.7214	29.02
$γ$	0.7209	6.84

V-Lab

US Value ETF AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses