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{type} for {date}

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	param	t-stat
$ω$	1.7076	3.75
$α$	0.1129	3.21
$β$	0.6627	5.41
$γ_{1}$	1.5404	0.67
$γ_{2}$	1.8871	0.55
$γ_{3}$	-8.6865	-3.59
$γ_{4}$	8.8359	4.42
$γ_{5}$	-4.4003	-3.72

V-Lab

Natixis Vaughan Nelson Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Natixis Vaughan Nelson Mid Cap ETF Analyses