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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6523	7.31***
α ARCH Response to squared shocks	0.0593	1.47
β GARCH Volatility persistence	0.3899	5.95***
γ leverage Additional response to negative shocks	0.2703	2.53**

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Amplify HACK Cybersecurity Covered Call ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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