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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0897	16.78***
α ARCH Response to squared shocks	0.0740	9.52***
β GARCH Volatility persistence	0.8568	169.60***
γ leverage Additional response to negative shocks	0.0563	4.06***

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Renaissance International IPO ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Renaissance International IPO ETF Analyses