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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0371	4.07***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9389	61.95***
γ leverage Additional response to negative shocks	0.0381	0.68

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Gabelli Opportunities in Live and Sports ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gabelli Opportunities in Live and Sports ETF Analyses