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	param	t-stat
$ω$	0.0128	1.99
$α$	0.1511	16.90
$β$	0.9796	342.64
$γ$	-0.1703	-24.25

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Vanguard US Liquidity Factor ETF EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Liquidity Factor ETF Analyses