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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0636	5.60***
α ARCH Response to squared shocks	0.1131	8.73***
β GARCH Volatility persistence	0.8786	86.78***
γ leverage Additional response to negative shocks	0.6136	7.58***
δ power Transformation power	0.5000	3.18***

V-Lab

Yieldmax Trgt 12 SMC OPT ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yieldmax Trgt 12 SMC OPT ETF Analyses