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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5887	2.25**
α ARCH Response to squared shocks	0.0111	0.55
β GARCH Volatility persistence	0.2753	0.88
γ leverage Additional response to negative shocks	-1.0000	-60.63***
δ power Transformation power	0.5000	5.64***

V-Lab

Pacer S&P 500 Quality FCF High Dividend ETF APARCH Volatility Analysis

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