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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0374	14.82***
α ARCH Response to squared shocks	0.0290	12.33***
β GARCH Volatility persistence	0.9280	514.42***
γ leverage Additional response to negative shocks	0.0702	14.74***

V-Lab

VanEck Semiconductor ETF Fund GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VanEck Semiconductor ETF Fund Analyses