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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7582	9.14***
α ARCH Response to squared shocks	0.0431	0.79
β GARCH Volatility persistence	0.0000	0.00

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