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{type} for {date}

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	param	t-stat
$ω$	2.3177	2.74
$α$	0.4365	3.86
$β$	0.4635	5.22
$γ_{1}$	-0.4690	-1.13
$γ_{2}$	2.1363	2.55

V-Lab

Dynamic Short Short-Term Volatility Futures ETF 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