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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0400	-2.93***
α ARCH Response to squared shocks	0.1129	5.63***
β GARCH Volatility persistence	0.8964	56.57***
γ leverage Additional response to negative shocks	-0.1640	-8.27***

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

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News Impact Curve

Volatility Forecast

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