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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4895	1.58
α ARCH Response to squared shocks	0.8539	93.57***
β GARCH Volatility persistence	0.1458	25.38***

γ₁	-70.0063	-0.29
γ₂	74.2406	0.28
γ₃	36.9323	0.69
γ₄	-346.1625	-6.41***
γ₅	868.2409	18.73***
γ₆	-914.8013	-16.38***
γ₇	418.0245	7.53***
γ₈	-75.9108	-2.22**
γ₉	12.5761	0.81
γ₁₀	-5.1360	-0.71

V-Lab

Unusual Whales Subversive Republican Trading ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Unusual Whales Subversive Republican Trading ETF Analyses