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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0804	0.56
αARCH	0.9843	2.09**
βGARCH	0.0000	0.00
γleverage	0.2589	1.53
δpower	1.8892	1.33

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0804	0.56
α ARCH Response to squared shocks	0.9843	2.09**
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.2589	1.53
δ power Transformation power	1.8892	1.33

V-Lab

MD Sass Concentrated Value ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses