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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3365	7.03***
α ARCH Response to squared shocks	0.1356	8.88***
β GARCH Volatility persistence	0.8293	48.36***

γ₁	-0.0063	-0.61
γ₂	0.0243	1.51
γ₃	-0.0254	-2.76***

V-Lab

Invesco S&P 500 Quality ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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