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	param	t-stat
$ω$	2.0527	4.90
$α$	0.1292	15.92
$β$	0.9805	223.20
$ν$	8.4122	3.00

V-Lab

Vanguard US Liquidity Factor ETF GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Vanguard US Liquidity Factor ETF Analyses