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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0651	24.35***
α ARCH Response to squared shocks	0.2945	30.11***
β GARCH Volatility persistence	0.6649	63.69***
γ leverage Additional response to negative shocks	0.2458	12.72***
δ power Transformation power	0.5000	9.66***

V-Lab

S&P 500 Scored & Screened Index (ESG) Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 500 Scored & Screened Index (ESG) Analyses