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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9147	2.57**
α ARCH Response to squared shocks	0.0921	4.07***
β GARCH Volatility persistence	0.8176	20.93***

γ₁	-0.4116	-0.34
γ₂	1.7662	1.03
γ₃	-2.6687	-2.42**
γ₄	2.2980	2.45**
γ₅	-2.1595	-2.47**
γ₆	2.7647	3.44***
γ₇	-3.5802	-5.39***
γ₈	3.6478	5.42***
γ₉	-2.4888	-3.51***
γ₁₀	1.0709	2.07**

V-Lab

Proshares S&P 500 EX-Technology ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Proshares S&P 500 EX-Technology ETF Analyses