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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7352	6.71***
α ARCH Response to squared shocks	0.1324	27.87***
β GARCH Volatility persistence	0.9805	314.36***
ν DF Student-t tail thickness	7.5389	5.73***

V-Lab

iShares MSCI USA Momentum Factor ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI USA Momentum Factor ETF Analyses