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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0332	9.57***
α ARCH Response to squared shocks	0.1772	20.95***
β GARCH Volatility persistence	0.9680	379.14***
γ leverage Additional response to negative shocks	-0.0678	-7.85***

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Defiance Space and Connective Tech ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses