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	param	t-stat
$ω$	1.1831	10.11
$α$	0.1356	13.21
$β$	0.9341	120.48
$ν$	7.1501	3.49

V-Lab

Vesper US Large Cap Short-Term Reversal Strategy ETF GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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