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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1147	6.45***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6947	19.52***
γ leverage Additional response to negative shocks	0.2184	3.16***

V-Lab

Hartford Alpha Capture Value ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hartford Alpha Capture Value ETF Analyses