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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2335	1.34
αARCH	0.0000	0.00
βGARCH	0.4738	0.00

γ₁	195.3978	1.96**
γ₂	-301.3200	-2.33**
γ₃	140.2008	2.50**
γ₄	-41.2040	-0.70
γ₅	8.9283	0.18

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2335	1.34
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4738	0.00

γ₁	195.3978	1.96**
γ₂	-301.3200	-2.33**
γ₃	140.2008	2.50**
γ₄	-41.2040	-0.70
γ₅	8.9283	0.18

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