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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3595	13.73***
α ARCH Response to squared shocks	0.2175	5.46***
β GARCH Volatility persistence	0.5874	20.14***
γ leverage Additional response to negative shocks	-0.2939	-1.50
δ power Transformation power	0.5000	4.53***

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TrueShares Eagle Global Next Gen Power Infrastructure ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TrueShares Eagle Global Next Gen Power Infrastructure ETF Analyses