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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2295	3.12***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7934	0.37

γ₁	45.7744	3.72***
γ₂	-68.9739	-3.91***
γ₃	17.9062	1.18

V-Lab

Vaneck Emerging Market B ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vaneck Emerging Market B ETF Analyses