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	param	t-stat
$ω$	0.8887	4.01
$α$	0.1257	1.68
$β$	0.5604	1.73
$γ_{1}$	-5.9432	-1.55
$γ_{2}$	8.3886	1.68

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Nightshares 500 ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightshares 500 ETF Analyses