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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0654	2.07**
α ARCH Response to squared shocks	0.3580	3.70***
β GARCH Volatility persistence	0.6121	5.88***

γ₁	-41.7708	-2.00**
γ₂	71.9278	2.33**
γ₃	-55.1963	-3.49***
γ₄	36.9195	4.09***

V-Lab

Ishares Large CAP ACC OT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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