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	param	t-stat
$ω$	0.0385	8.37
$α$	0.1193	21.13
$β$	0.8115	101.16
$γ$	0.6181	21.48

V-Lab

Vesper US Large Cap Short-Term Reversal Strategy ETF AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vesper US Large Cap Short-Term Reversal Strategy ETF Analyses