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	param	t-stat
$ω$	0.0526	7.88
$α$	0.0490	5.11
$β$	0.6629	66.76
$γ$	0.5763	4.97

V-Lab

VectorShares Min Vol ETF GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other VectorShares Min Vol ETF Analyses