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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0718	5.40***
α ARCH Response to squared shocks	0.4151	4.30***
β GARCH Volatility persistence	0.6632	15.57***
γ leverage Additional response to negative shocks	-0.3926	-4.14***

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Hedgeye Fourth Turning ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hedgeye Fourth Turning ETF Analyses