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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1052	14.00***
α ARCH Response to squared shocks	0.0464	0.00
β GARCH Volatility persistence	0.7385	26.81***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	2.0696	7.78***

V-Lab

Xtrackers S&P 100 Ex Top 20 ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Xtrackers S&P 100 Ex Top 20 ETF Analyses