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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0370	17.04***
α ARCH Response to squared shocks	0.0187	5.69***
β GARCH Volatility persistence	0.8616	238.08***
γ leverage Additional response to negative shocks	0.1884	20.72***

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Schwab U.S. Mid-Cap ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Schwab U.S. Mid-Cap ETF Analyses