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	param	t-stat
$ω$	0.0101	1.37
$α$	0.1798	19.64
$β$	0.9618	211.80
$γ$	-0.1041	-10.43

V-Lab

Vesper US Large Cap Short-Term Reversal Strategy ETF EGARCH 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