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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5761	6.75***
α ARCH Response to squared shocks	0.0593	4.67***
β GARCH Volatility persistence	0.8870	60.70***
ν DF Student-t tail thickness	5.9847	0.74

V-Lab

Hartford Alpha Capture Value ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hartford Alpha Capture Value ETF Analyses