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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0164	5.15***
α ARCH Response to squared shocks	0.1723	35.28***
β GARCH Volatility persistence	0.8239	137.91***

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iShares Core S&P U.S. Growth ETF MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Core S&P U.S. Growth ETF Analyses