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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	3.18***
α ARCH Response to squared shocks	0.0892	0.94
β GARCH Volatility persistence	0.5806	6.84***
γ leverage Additional response to negative shocks	1.0000	0.63
δ power Transformation power	1.1695	5.27***

V-Lab

Amplify Stablecoin Technology Leaders ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Amplify Stablecoin Technology Leaders ETF Analyses