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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2346	7.99***
α ARCH Response to squared shocks	0.0864	3.56***
β GARCH Volatility persistence	0.8390	68.57***
γ leverage Additional response to negative shocks	0.0922	1.67*

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Yieldmax Trgt 12 SMC OPT ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yieldmax Trgt 12 SMC OPT ETF Analyses