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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0435	3.46***
α ARCH Response to squared shocks	0.3414	14.19***
β GARCH Volatility persistence	0.6231	26.28***
γ leverage Additional response to negative shocks	0.1809	4.61***
δ power Transformation power	0.5000	3.47***

V-Lab

iShares Systematic Alternatives Active ETF Asy. Power MEM Volatility Analysis

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News Impact Curve

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Parameter Estimates

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