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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2408	8.47***
α ARCH Response to squared shocks	0.1361	7.60***
β GARCH Volatility persistence	0.8165	38.72***

γ₁	0.0305	4.60***
γ₂	-0.0399	-4.69***

V-Lab

Schwab U.S. Mid-Cap ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Schwab U.S. Mid-Cap ETF Analyses