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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7109	4.10***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	17.09***

γ₁	-24.6841	-1.97**
γ₂	25.5013	1.24

V-Lab

Eventide International ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Eventide International ETF Analyses