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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1444	5.57***
α ARCH Response to squared shocks	0.2234	6.23***
β GARCH Volatility persistence	0.8767	40.04***
γ leverage Additional response to negative shocks	-0.0184	-0.60

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Founders 100 ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Founders 100 ETF Analyses