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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8393	2.08**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9956	1.84*

γ₁	-13.1509	-0.03
γ₂	-48.4128	-0.14
γ₃	166.2076	2.24**
γ₄	-350.5194	-3.01***

V-Lab

Hedgeye Fourth Turning ETF Spline-GARCH Volatility Analysis

Date Range:

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