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	param	t-stat
$ω$	0.6161	3.34
$α$	0.1524	5.52
$β$	0.8224	26.94
$γ_{1}$	-0.0525	-2.46

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Vanguard US Liquidity Factor ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Liquidity Factor ETF Analyses