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	param	t-stat
$ω$	0.3176	2.28
$α$	0.0713	2.82
$β$	0.7593	18.40
$γ$	0.4460	7.21
$δ$	2.5762	3.95

V-Lab

US Value ETF APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses