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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8547	8.92***
α ARCH Response to squared shocks	0.0973	1.60
β GARCH Volatility persistence	0.6979	4.04***

γ₁	-0.2793	-1.99**
γ₂	0.3679	2.04**

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

Other TrueShares Eagle Global Next Gen Power Infrastructure ETF Analyses