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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7853	388.57***
γ leverage Additional response to negative shocks	0.2529	41.94***
λ₁ tau intercept Baseline long-term coefficient	15.4911	33.68***

V-Lab

Sprott Active Mtls & MNS ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sprott Active Mtls & MNS ETF Analyses