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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4436	7.77***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.3936	6.16***
γ leverage Additional response to negative shocks	0.4022	4.36***

V-Lab

Fundstrat Granny Shots US Large Cap & Income ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fundstrat Granny Shots US Large Cap & Income ETF Analyses