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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0823	5.04***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9679	54.80***
γ leverage Additional response to negative shocks	0.1541	0.00
δ power Transformation power	1.9060	4.35***

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Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF APARCH Volatility Analysis

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