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	param	t-stat
$ω$	0.0166	0.54
$α$	0.0162	1.07
$β$	0.9776	91.10
$γ$	-0.1151	-11.69

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US Value ETF EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses