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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1484	7.44***
α ARCH Response to squared shocks	0.1570	7.89***
β GARCH Volatility persistence	0.7952	33.40***

γ₁	0.0203	2.79***
γ₂	-0.0266	-2.85***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vanguard S&P 500 ETF Analyses