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	param	t-stat
$ω$	0.0287	16.39
$α$	0.0921	14.10
$β$	0.9079	200.73
$γ$	1.0000	11.74
$δ$	1.0224	22.99

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Vanguard US Liquidity Factor ETF APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Liquidity Factor ETF Analyses