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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2632	4.67***
α ARCH Response to squared shocks	0.1032	3.50***
β GARCH Volatility persistence	0.7979	25.09***
γ leverage Additional response to negative shocks	0.0301	0.54

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Founders 100 ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Founders 100 ETF Analyses