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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0343	14.43***
α ARCH Response to squared shocks	0.0221	4.38***
β GARCH Volatility persistence	0.8357	171.99***
γ leverage Additional response to negative shocks	0.2521	21.04***

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Doubleline Shiller Cape US Equities ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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