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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0682	2.19**
αARCH	0.0000	0.00
βGARCH	0.0000	0.00

γ₁	114.4932	2.34**
γ₂	-183.7676	-2.67***
γ₃	89.6907	2.30**
γ₄	-20.2762	-0.83

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0682	2.19**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	114.4932	2.34**
γ₂	-183.7676	-2.67***
γ₃	89.6907	2.30**
γ₄	-20.2762	-0.83

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