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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1377	2.45**
αARCH	0.0000	0.00
βGARCH	0.9882	0.02

γ₁	145.0546	0.74
γ₂	-229.5329	-1.94*
γ₃	112.5808	1.21
γ₄	-29.3212	-0.65
γ₅	-0.4772	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1377	2.45**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9882	0.02

γ₁	145.0546	0.74
γ₂	-229.5329	-1.94*
γ₃	112.5808	1.21
γ₄	-29.3212	-0.65
γ₅	-0.4772	0.00

V-Lab

Sterling Capital Multi-Strategy Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sterling Capital Multi-Strategy Income ETF Analyses