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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3747	8.63***
α ARCH Response to squared shocks	0.0349	0.00
β GARCH Volatility persistence	0.5226	10.52***
γ leverage Additional response to negative shocks	0.9999	0.00
δ power Transformation power	2.6010	3.94***

V-Lab

Fundstrat Granny Shots US Large Cap & Income ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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