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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8739	7.79***
α ARCH Response to squared shocks	-0.0885	-2.84***
β GARCH Volatility persistence	0.5711	12.51***
γ leverage Additional response to negative shocks	-0.3066	-11.48***

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Sprott Active Mtls & MNS ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sprott Active Mtls & MNS ETF Analyses