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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0275	-0.44
α ARCH Response to squared shocks	0.0020	0.17
β GARCH Volatility persistence	0.9158	17.18***
γ leverage Additional response to negative shocks	-0.1417	-10.34***

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Ishares S&P 500 EX S&P 1 ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ishares S&P 500 EX S&P 1 ETF Analyses