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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8023	8.70***
α ARCH Response to squared shocks	0.1079	1.44
β GARCH Volatility persistence	0.6311	3.05***

γ₁	-0.4403	-2.46**
γ₂	0.7949	2.15**

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TrueShares Eagle Global Next Gen Power Infrastructure ETF Analyses