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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5343	10.96***
α ARCH Response to squared shocks	-0.5064	-13.06***
β GARCH Volatility persistence	0.3737	6.94***
γ leverage Additional response to negative shocks	-0.1185	-3.60***

V-Lab

Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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