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	param	t-stat
$ω$	0.8996	6.77
$α$	0.1032	4.13
$β$	0.8016	20.82
$γ_{1}$	0.0691	2.84
$γ_{2}$	-0.1651	-3.17

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Arrow DWA Tactical: Macro ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrow DWA Tactical: Macro ETF Analyses