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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0176	4.27***
α ARCH Response to squared shocks	0.2742	3.47***
β GARCH Volatility persistence	0.7683	31.22***
γ leverage Additional response to negative shocks	-0.0849	-0.96

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Baron Technology ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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