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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0835	13.21***
α ARCH Response to squared shocks	0.1199	28.99***
β GARCH Volatility persistence	0.8287	174.94***
γ leverage Additional response to negative shocks	0.5367	12.22***

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Renaissance International IPO ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Renaissance International IPO ETF Analyses