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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2177	5.54***
α ARCH Response to squared shocks	0.0946	3.62***
β GARCH Volatility persistence	0.7180	15.83***
γ leverage Additional response to negative shocks	-0.0072	-0.21

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TrueShares Eagle Global Next Gen Power Infrastructure ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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