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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0767	0.77
αARCH	0.0522	0.27
βGARCH	0.9004	10.79***
γleverage	1.0000	0.17
δpower	1.2349	1.36

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0767	0.77
α ARCH Response to squared shocks	0.0522	0.27
β GARCH Volatility persistence	0.9004	10.79***
γ leverage Additional response to negative shocks	1.0000	0.17
δ power Transformation power	1.2349	1.36

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SEI Select Small CAP ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SEI Select Small CAP ETF Analyses