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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3888	7.72***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7084	26.12***
γ leverage Additional response to negative shocks	-2.2541	0.00

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MD Sass Concentrated Value ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses