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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.5686	15.30***
α ARCH Response to squared shocks	0.0925	131.83***
β GARCH Volatility persistence	0.9976	6,196.43***
ν DF Student-t tail thickness	2.0002

V-Lab

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