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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8648	9.04***
αARCH	0.0912	1.61
βGARCH	0.7124	4.28***

γ₁	-0.2564	-2.01**
γ₂	0.3405	2.08**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8648	9.04***
α ARCH Response to squared shocks	0.0912	1.61
β GARCH Volatility persistence	0.7124	4.28***

γ₁	-0.2564	-2.01**
γ₂	0.3405	2.08**

V-Lab

TrueShares Eagle Global Next Gen Power Infrastructure ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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