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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3360	6.08***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6218	11.36***
γ leverage Additional response to negative shocks	0.1523	2.93***

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Sprott Active Mtls & MNS ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sprott Active Mtls & MNS ETF Analyses