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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0365	27.00***
α ARCH Response to squared shocks	0.1045	19.69***
β GARCH Volatility persistence	0.8907	179.54***
γ leverage Additional response to negative shocks	0.9272	12.41***
δ power Transformation power	0.9157	25.02***

V-Lab

S&P 500 Scored & Screened Index (ESG) APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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