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	param	t-stat
$ω$	0.0263	9.33
$α$	0.0000	0.00
$β$	0.8809	207.32
$γ$	0.2297	18.26

V-Lab

Vanguard US Liquidity Factor ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Liquidity Factor ETF Analyses