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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1492	7.42***
α ARCH Response to squared shocks	0.1572	7.88***
β GARCH Volatility persistence	0.7951	33.34***

γ₁	0.0203	2.76***
γ₂	-0.0265	-2.81***

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Vanguard S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis

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