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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0475	15.91***
α ARCH Response to squared shocks	0.0326	11.04***
β GARCH Volatility persistence	0.9212	413.08***
γ leverage Additional response to negative shocks	0.0703	13.00***

V-Lab

iShares Semiconductor ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Semiconductor ETF Analyses