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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4180	3.11***
α ARCH Response to squared shocks	0.0330	1.62
β GARCH Volatility persistence	0.5065	3.25***
γ leverage Additional response to negative shocks	-1.0000	-267.23***
δ power Transformation power	0.5000	1.25

V-Lab

First Eagle US Equity ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Eagle US Equity ETF Analyses