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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0560	16.62***
α ARCH Response to squared shocks	0.1921	7.18***
β GARCH Volatility persistence	0.5944	39.32***
γ leverage Additional response to negative shocks	0.2383	2.90***

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PMV Adaptive Risk Parity ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Adaptive Risk Parity ETF Analyses