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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4629	6.86***
α ARCH Response to squared shocks	0.1021	34.07***
β GARCH Volatility persistence	0.9871	476.40***
ν DF Student-t tail thickness	7.9459	6.28***

V-Lab

iShares Russell 3000 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 3000 ETF Analyses