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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1886	3.83***
α ARCH Response to squared shocks	0.0488	3.01***
β GARCH Volatility persistence	0.8414	17.17***
γ leverage Additional response to negative shocks	1.0000	79.79***
δ power Transformation power	0.6343	3.25***

V-Lab

Twin Oak Strategic Solutions ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Twin Oak Strategic Solutions ETF Analyses