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	param	t-stat
$α$	0.0000	0.00
$β$	0.8752	215.87
$γ$	0.2303	31.83
$λ_{1}$	4.1190	47.09

V-Lab

Vanguard US Liquidity Factor ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Liquidity Factor ETF Analyses