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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6678	20.84***
γ leverage Additional response to negative shocks	0.2181	8.38***
λ₁ tau intercept Baseline long-term coefficient	0.5063	0.09
λ₂ forecast adj. Forecast performance sensitivity	0.2184	0.11
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Hartford Alpha Capture Value ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hartford Alpha Capture Value ETF Analyses