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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9194	5.08***
α ARCH Response to squared shocks	0.1183	9.29***
β GARCH Volatility persistence	0.8384	53.74***

γ₁	-0.2197	-3.44***
γ₂	0.4291	4.64***
γ₃	-0.3651	-5.42***
γ₄	0.2112	2.83***
γ₅	-0.0725	-0.98
γ₆	0.0805	1.16
γ₇	-0.1271	-2.00**
γ₈	0.0822	1.78*

V-Lab

iShares Russell 3000 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 3000 ETF Analyses