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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0048	6.03***
α ARCH Response to squared shocks	0.1268	5.25***
β GARCH Volatility persistence	0.8845	102.13***
γ leverage Additional response to negative shocks	-0.0258	-0.82

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PMV Adaptive Risk Parity ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Adaptive Risk Parity ETF Analyses