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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0568	1.57
α ARCH Response to squared shocks	-0.2398	-2.73***
β GARCH Volatility persistence	0.9598	174.29***
γ leverage Additional response to negative shocks	-0.1454	-3.44***

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Amplify Stablecoin Technology Leaders ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Amplify Stablecoin Technology Leaders ETF Analyses