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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2959	4.92***
α ARCH Response to squared shocks	0.1402	6.35***
β GARCH Volatility persistence	0.8018	28.34***

γ₁	0.7289	2.16**
γ₂	-1.2718	-2.44**
γ₃	1.0649	2.97***
γ₄	-0.9378	-2.44**
γ₅	1.0307	1.84*
γ₆	-1.3845	-1.88*
γ₇	1.1581	1.82*
γ₈	-0.4332	-1.38

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Doubleline Shiller Cape US Equities ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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