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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6613	6.38***
α ARCH Response to squared shocks	0.1280	8.78***
β GARCH Volatility persistence	0.8381	51.00***

γ₁	-0.0391	-3.52***
γ₂	0.0619	3.60***
γ₃	-0.0312	-3.27***

V-Lab

S&P 500 Scored & Screened Index (ESG) Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 500 Scored & Screened Index (ESG) Analyses