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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6273	7.54***
α ARCH Response to squared shocks	0.0161	0.70
β GARCH Volatility persistence	0.9667	24.88***
ν DF Student-t tail thickness	22.0636	0.04

V-Lab

Ishares S&P 500 EX S&P 1 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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