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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2263	2.52**
α ARCH Response to squared shocks	0.0112	0.15
β GARCH Volatility persistence	0.0000	0.00

γ₁	197.0940	2.91***
γ₂	-303.2992	-3.24***
γ₃	140.8187	3.09***
γ₄	-39.6028	-1.26

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