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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0280	-0.37
α ARCH Response to squared shocks	-0.0234	-1.02
β GARCH Volatility persistence	0.8899	18.38***
γ leverage Additional response to negative shocks	-0.1248	-6.67***

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Global X S&P 500 Christin VL EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X S&P 500 Christin VL Analyses