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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5080	5.94***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.5564	8.67***
γ leverage Additional response to negative shocks	0.2104	3.64***

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Tortoise Nuclear Renaissance ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tortoise Nuclear Renaissance ETF Analyses