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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0359	4.68***
α ARCH Response to squared shocks	0.0326	2.73***
β GARCH Volatility persistence	0.9424	39.05***
γ leverage Additional response to negative shocks	-1.0000	-134.57***
δ power Transformation power	0.5000	2.12**

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Hedgeye Fourth Turning ETF APARCH Volatility Analysis

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