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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1832	7.48***
α ARCH Response to squared shocks	0.0019	0.23
β GARCH Volatility persistence	0.8692	71.10***
γ leverage Additional response to negative shocks	0.1315	4.53***

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SP Funds S&P Global Tech ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SP Funds S&P Global Tech ETF Analyses