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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.7506	5.36***
α ARCH Response to squared shocks	0.0660	47.59***
β GARCH Volatility persistence	0.9975	2,211.81***
ν DF Student-t tail thickness	9.8123	5.86***

V-Lab

VanEck Semiconductor ETF Fund GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VanEck Semiconductor ETF Fund Analyses