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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4730	4.99***
α ARCH Response to squared shocks	0.0577	3.19***
β GARCH Volatility persistence	0.5420	6.23***
γ leverage Additional response to negative shocks	1.0000	421.94***
δ power Transformation power	0.5000	1.90*

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Pacer S&P 500 Quality FCF R&D Leaders ETF APARCH Volatility Analysis

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News Impact Curve

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