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	param	t-stat
$ω$	1.6961	5.86
$α$	0.1026	2.53
$β$	0.6409	5.24
$γ_{1}$	1.5835	5.02
$γ_{2}$	-2.6847	-5.85
$γ_{3}$	2.0444	6.28
$γ_{4}$	-1.8314	-3.43

V-Lab

LeaderShares Equity Skew ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LeaderShares Equity Skew ETF Analyses