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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6796	7.67***
α ARCH Response to squared shocks	0.0742	8.91***
β GARCH Volatility persistence	0.9083	92.12***

γ₁	0.0156	4.88***
γ₂	-0.0194	-4.76***

V-Lab

iShares Semiconductor ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Semiconductor ETF Analyses