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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3006	5.05***
α ARCH Response to squared shocks	0.0360	0.78
β GARCH Volatility persistence	0.3844	6.74***
γ leverage Additional response to negative shocks	0.3184	2.43**

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State Street Bridgewater All Weather ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Bridgewater All Weather ETF Analyses