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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2887	4.94***
α ARCH Response to squared shocks	0.1393	6.32***
β GARCH Volatility persistence	0.8022	28.25***

γ₁	0.7087	2.15**
γ₂	-1.2385	-2.43**
γ₃	1.0415	2.99***
γ₄	-0.9094	-2.53**
γ₅	0.9883	1.92*
γ₆	-1.3629	-1.94*
γ₇	1.1936	1.88*
γ₈	-0.4852	-1.48

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Doubleline Shiller Cape US Equities ETF Analyses