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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0382	16.70***
α ARCH Response to squared shocks	0.0686	16.24***
β GARCH Volatility persistence	0.9192	243.17***
γ leverage Additional response to negative shocks	0.6821	13.78***
δ power Transformation power	1.2364	33.13***

V-Lab

Invesco Russell 2000 Dynamic Multifactor ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco Russell 2000 Dynamic Multifactor ETF Analyses