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	param	t-stat
$ω$	0.0618	12.03
$α$	0.0307	4.79
$β$	0.8378	103.28
$γ$	0.1571	8.00

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Vesper US Large Cap Short-Term Reversal Strategy ETF GJR-GARCH 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