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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2867	3.53***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8359	0.62

γ₁	51.2552	4.70***
γ₂	-79.5157	-5.31***
γ₃	36.7203	5.28***

V-Lab

Vaneck Emerging Market B ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vaneck Emerging Market B ETF Analyses