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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0360	8.14***
α ARCH Response to squared shocks	0.0704	8.50***
β GARCH Volatility persistence	0.9082	89.32***

γ₁	0.0138	2.50**
γ₂	-0.0016	-0.19
γ₃	-0.0198	-4.10***

V-Lab

VanEck Semiconductor ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other VanEck Semiconductor ETF Fund Analyses