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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0053	-0.60
α ARCH Response to squared shocks	0.0800	4.83***
β GARCH Volatility persistence	0.9654	187.17***
γ leverage Additional response to negative shocks	-0.1534	-17.18***

V-Lab

Ishares Core Equity ETF PTF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ishares Core Equity ETF PTF Analyses