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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0732	19.76***
α ARCH Response to squared shocks	0.1995	32.36***
β GARCH Volatility persistence	0.7678	117.17***
γ leverage Additional response to negative shocks	0.2184	16.47***
δ power Transformation power	0.8895	12.06***

V-Lab

Defiance Space and Connective Tech ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses