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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0465	5.93***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8333	46.01***
γ leverage Additional response to negative shocks	0.2071	5.69***

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Defiance S&P 500 TRG Inc ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Defiance S&P 500 TRG Inc ETF Analyses