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	param	t-stat
$ω$	0.0433	8.01
$α$	0.0418	3.98
$β$	0.7838	44.06
$γ$	0.2147	6.35

V-Lab

UVA Dividend Value ETF GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UVA Dividend Value ETF Analyses