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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0019	1.62
α ARCH Response to squared shocks	0.0318	0.95
β GARCH Volatility persistence	0.8601	42.24***
γ leverage Additional response to negative shocks	0.6523	1.41
δ power Transformation power	3.0000	5.64***

V-Lab

Vaneck Emerging Market B ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vaneck Emerging Market B ETF Analyses