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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7776	4.27***
α ARCH Response to squared shocks	0.0713	5.73***
β GARCH Volatility persistence	0.4971	7.97***
γ leverage Additional response to negative shocks	1.0000	411.18***
δ power Transformation power	0.5018	2.57**

V-Lab

Sprott Active Mtls & MNS ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sprott Active Mtls & MNS ETF Analyses