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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0707	1.98**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8987	59.65***
γ leverage Additional response to negative shocks	0.1135	2.40**

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Morgan Stanley PHY SM MD ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Morgan Stanley PHY SM MD ETF Analyses