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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.2992	15.33***
α ARCH Response to squared shocks	0.0926	132.25***
β GARCH Volatility persistence	0.9976	6,235.26***
ν DF Student-t tail thickness	2.0001

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Proshares S&P 500 EX-Technology ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Proshares S&P 500 EX-Technology ETF Analyses