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	param	t-stat
$ω$	0.0366	8.74
$α$	0.0540	5.51
$β$	0.8480	95.88
$γ$	0.1961	5.19

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Dynamic Short Short-Term Volatility Futures ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dynamic Short Short-Term Volatility Futures ETF Analyses