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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9147	3.51***
α ARCH Response to squared shocks	0.1976	3.10***
β GARCH Volatility persistence	0.7348	10.39***

γ₁	-8.5362	-2.44**
γ₂	17.3767	3.10***
γ₃	-14.8050	-3.60***
γ₄	6.4312	1.94*
γ₅	0.6285	0.28

V-Lab

FT Vest US EQ MO BU ETF July Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Vest US EQ MO BU ETF July Analyses