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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0428	3.14***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8852	30.23***
γ leverage Additional response to negative shocks	0.1110	4.32***

V-Lab

Ishares S&P 500 EX S&P 1 ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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