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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3447	4.17***
α ARCH Response to squared shocks	0.1377	2.66***
β GARCH Volatility persistence	0.5630	3.09***

γ₁	-7.6674	-1.12
γ₂	11.0849	1.05
γ₃	-5.0511	-0.66
γ₄	9.5377	1.23
γ₅	-23.3539	-2.84***
γ₆	42.4826	5.47***
γ₇	-61.3931	-7.64***
γ₈	49.8504	7.94***

V-Lab

Principal Focused Blue Chip ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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