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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1819	13.99***
α ARCH Response to squared shocks	0.0913	7.47***
β GARCH Volatility persistence	0.7126	45.65***
γ leverage Additional response to negative shocks	0.1039	3.47***

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UPAR Ultra Risk Parity ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other UPAR Ultra Risk Parity ETF Analyses