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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0412	6.90***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8754	94.93***
γ leverage Additional response to negative shocks	0.1696	6.92***

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Strive 500 ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Strive 500 ETF Analyses