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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0955	21.73***
α ARCH Response to squared shocks	0.1266	13.41***
β GARCH Volatility persistence	0.7688	130.43***
γ leverage Additional response to negative shocks	0.1297	8.26***

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Defiance Space and Connective Tech ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses