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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0697	5.91***
α ARCH Response to squared shocks	0.1328	5.99***
β GARCH Volatility persistence	0.8672	43.36***
γ leverage Additional response to negative shocks	0.1584	2.37**
δ power Transformation power	1.3808	10.33***

V-Lab

Principal Focused Blue Chip ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Principal Focused Blue Chip ETF Analyses