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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.7430	1.44
α ARCH Response to squared shocks	0.0337	0.27
β GARCH Volatility persistence	0.8292	12.82***
γ leverage Additional response to negative shocks	-0.0337	-0.25

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MD Sass Concentrated Value ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses