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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0595	3.35***
α ARCH Response to squared shocks	0.0453	0.16
β GARCH Volatility persistence	0.9033	32.53***
γ leverage Additional response to negative shocks	1.0000	0.10
δ power Transformation power	1.2845	4.56***

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Horizon Small/Mid Cap Core Equity ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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