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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0507	1.51
α ARCH Response to squared shocks	-0.8574	-4.91***
β GARCH Volatility persistence	0.8464	201.20***
γ leverage Additional response to negative shocks	-0.0816	-1.02

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MD Sass Concentrated Value ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses