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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0422	12.08***
α ARCH Response to squared shocks	0.0889	0.23
β GARCH Volatility persistence	0.8680	98.80***
γ leverage Additional response to negative shocks	1.0000	0.16
δ power Transformation power	1.4223	20.99***

V-Lab

Monarch Blue Chips Elite Index ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Monarch Blue Chips Elite Index ETF Analyses