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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3355	7.01***
α ARCH Response to squared shocks	0.1360	8.87***
β GARCH Volatility persistence	0.8290	48.08***

γ₁	-0.0067	-0.64
γ₂	0.0249	1.53
γ₃	-0.0257	-2.75***

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

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