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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0110	0.98
α ARCH Response to squared shocks	0.1556	3.45***
β GARCH Volatility persistence	0.9221	42.15***
γ leverage Additional response to negative shocks	-0.1556	-3.51***

V-Lab

Hedgeye Fourth Turning ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hedgeye Fourth Turning ETF Analyses