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{type} for {date}

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	param	t-stat
$ω$	0.6336	4.34
$α$	0.1175	2.36
$β$	0.6914	4.77
$γ_{1}$	-1.8805	-2.51
$γ_{2}$	3.4089	1.91

V-Lab

US Value ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Value ETF Analyses