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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0959	-3.40***
α ARCH Response to squared shocks	0.1859	6.56***
β GARCH Volatility persistence	0.9334	72.13***
γ leverage Additional response to negative shocks	-0.1828	-9.36***

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FT Vest US EQ MO BU ETF July EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Vest US EQ MO BU ETF July Analyses