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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0470	15.84***
α ARCH Response to squared shocks	0.0328	11.10***
β GARCH Volatility persistence	0.9215	414.72***
γ leverage Additional response to negative shocks	0.0696	12.87***

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