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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0319	5.96***
α ARCH Response to squared shocks	0.0414	5.16***
β GARCH Volatility persistence	0.9523	165.45***
γ leverage Additional response to negative shocks	-1.0000	-795.54***
δ power Transformation power	0.5000	2.89***

V-Lab

Sprott Active Mtls & MNS ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sprott Active Mtls & MNS ETF Analyses