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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0665	5.80***
α ARCH Response to squared shocks	0.0326	2.75***
β GARCH Volatility persistence	0.8819	82.31***
γ leverage Additional response to negative shocks	0.1094	3.98***

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Jpmorgan Actv DVP MRS EQ ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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