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	param	t-stat
$ω$	0.2355	3.24
$α$	0.0051	0.43
$β$	0.8023	35.77
$γ$	0.1671	2.59

V-Lab

US Value ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses