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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	5.26***
α ARCH Response to squared shocks	0.0655	3.07***
β GARCH Volatility persistence	0.8424	39.37***
γ leverage Additional response to negative shocks	0.0518	1.46

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Sterling Capital Multi-Strategy Income ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sterling Capital Multi-Strategy Income ETF Analyses