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	param	t-stat
$ω$	0.7869	7.25
$α$	0.1210	4.84
$β$	0.8223	23.72
$γ_{1}$	-0.0012	-0.19

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Vesper US Large Cap Short-Term Reversal Strategy ETF Zero Slope Spline-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