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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2915	3.67***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8138	14.89***
γ leverage Additional response to negative shocks	0.2228	0.00
δ power Transformation power	3.0000	5.89***

V-Lab

MD Sass Concentrated Value ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses