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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0070	0.33
αARCH	0.0477	0.20
βGARCH	0.9089	11.16***
γleverage	1.0000	0.13
δpower	1.1632	0.91

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0070	0.33
α ARCH Response to squared shocks	0.0477	0.20
β GARCH Volatility persistence	0.9089	11.16***
γ leverage Additional response to negative shocks	1.0000	0.13
δ power Transformation power	1.1632	0.91

V-Lab

Sterling Capital Multi-Strategy Income ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sterling Capital Multi-Strategy Income ETF Analyses