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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4784	9.15***
α ARCH Response to squared shocks	0.1044	5.68***
β GARCH Volatility persistence	0.6105	14.60***
γ leverage Additional response to negative shocks	1.0000	724.63***
δ power Transformation power	0.5000	4.90***

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Tortoise Nuclear Renaissance ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tortoise Nuclear Renaissance ETF Analyses