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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0617	8.53***
α ARCH Response to squared shocks	0.0999	20.74***
β GARCH Volatility persistence	0.8734	146.33***
γ leverage Additional response to negative shocks	0.4463	9.39***

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Defiance Space and Connective Tech ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses