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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9176	5.02***
α ARCH Response to squared shocks	0.1182	9.29***
β GARCH Volatility persistence	0.8391	53.97***

γ₁	-0.2229	-3.44***
γ₂	0.4339	4.62***
γ₃	-0.3663	-5.33***
γ₄	0.2094	2.78***
γ₅	-0.0710	-0.97
γ₆	0.0807	1.17
γ₇	-0.1266	-1.98**
γ₈	0.0806	1.72*

V-Lab

iShares Russell 3000 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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