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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0668	31.47***
α ARCH Response to squared shocks	0.2718	43.70***
β GARCH Volatility persistence	0.6823	95.53***
γ leverage Additional response to negative shocks	0.2943	21.38***
δ power Transformation power	0.5000	12.78***

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S&P Total Market Index Asy. Power MEM Volatility Analysis

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Volatility Forecast

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