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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1407	4.88***
α ARCH Response to squared shocks	0.0522	1.69*
β GARCH Volatility persistence	0.9300	22.41***

V-Lab

Schwab Core Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Schwab Core Bond ETF Analyses