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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0715	11.12***
α ARCH Response to squared shocks	0.0497	6.85***
β GARCH Volatility persistence	0.8847	149.71***
γ leverage Additional response to negative shocks	0.0804	6.28***

V-Lab

Defiance Space and Connective Tech ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance Space and Connective Tech ETF Analyses