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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0336	4.88***
α ARCH Response to squared shocks	0.2373	13.79***
β GARCH Volatility persistence	0.7462	45.81***
γ leverage Additional response to negative shocks	-0.0977	-3.43***
δ power Transformation power	0.5000	1.94*

V-Lab

Baron First Principles ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses