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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0289	8.57***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9489	76.97***
γ leverage Additional response to negative shocks	0.0638	1.71*

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Eventide International ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Eventide International ETF Analyses