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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2532	8.48***
α ARCH Response to squared shocks	0.1193	14.61***
β GARCH Volatility persistence	0.7660	59.42***
γ leverage Additional response to negative shocks	0.9301	15.58***

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SP Funds S&P Global Tech ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SP Funds S&P Global Tech ETF Analyses