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{type} for {date}

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	param	t-stat
$ω$	1.5965	2.98
$α$	0.4768	3.62
$β$	0.2939	3.07
$γ_{1}$	-8.6052	-1.52
$γ_{2}$	14.0667	1.79
$γ_{3}$	-7.6532	-1.48
$γ_{4}$	0.0206	0.00
$γ_{5}$	9.6420	1.72
$γ_{6}$	-11.5843	-3.10

V-Lab

Dynamic Short Short-Term Volatility Futures ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dynamic Short Short-Term Volatility Futures ETF Analyses