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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1326	39.06***
β GARCH Volatility persistence	0.8755	90.81***
γ leverage Additional response to negative shocks	-0.1326	-23.89***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.84
λ₂ forecast adj. Forecast performance sensitivity	0.7645	0.69
λ₃ tau persistence Long-term factor persistence	0.2355	0.20

V-Lab

Amplify Stablecoin Technology Leaders ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Amplify Stablecoin Technology Leaders ETF Analyses