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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0163	5.75***
α ARCH Response to squared shocks	0.1623	13.01***
β GARCH Volatility persistence	0.8377	66.68***
γ leverage Additional response to negative shocks	0.1696	4.03***
δ power Transformation power	0.5000	7.05***

V-Lab

Hartford Alpha Capture Value ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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