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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2946	5.15***
α ARCH Response to squared shocks	0.1255	4.20***
β GARCH Volatility persistence	0.7846	24.79***
γ leverage Additional response to negative shocks	0.0117	0.21

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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