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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0174	4.97***
α ARCH Response to squared shocks	0.0059	1.99**
β GARCH Volatility persistence	0.9475	227.60***
γ leverage Additional response to negative shocks	0.0625	6.73***

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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