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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0851	13.29***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.2760	2.37**

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Simplify US Equity PLUS Managed Futures Strategy ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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