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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0394	5.36***
α ARCH Response to squared shocks	0.0261	3.38***
β GARCH Volatility persistence	0.9509	80.10***
γ leverage Additional response to negative shocks	1.0000	44.65***
δ power Transformation power	0.6879	3.43***

V-Lab

Eventide International ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Eventide International ETF Analyses