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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2263	5.10***
α ARCH Response to squared shocks	0.0839	5.59***
β GARCH Volatility persistence	0.7120	14.55***
γ leverage Additional response to negative shocks	-0.0226	-0.39
δ power Transformation power	2.1911	8.24***

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TrueShares Eagle Global Next Gen Power Infrastructure ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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