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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0275	10.20***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8852	128.43***
γ leverage Additional response to negative shocks	0.1576	10.49***

V-Lab

Ishares Core Equity ETF PTF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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