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	param	t-stat
$ω$	0.0576	14.36
$α$	0.1050	15.49
$β$	0.8592	118.49
$γ$	0.5878	13.99
$δ$	1.2660	14.50

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Vesper US Large Cap Short-Term Reversal Strategy ETF APARCH 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