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	param	t-stat
$ω$	0.7195	8.63
$α$	0.0403	0.73
$β$	0.0000	0.00
$γ_{1}$	-0.7740	-2.97

V-Lab

Ishares S&P 500 EX S&P 1 ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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