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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0412	6.64***
α ARCH Response to squared shocks	0.2301	9.71***
β GARCH Volatility persistence	0.7699	50.33***
γ leverage Additional response to negative shocks	-0.0513	-0.84
δ power Transformation power	0.6518	6.27***

V-Lab

Baron Technology ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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