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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5894	5.31***
α ARCH Response to squared shocks	0.1407	2.95***
β GARCH Volatility persistence	0.7218	26.90***
ν DF Student-t tail thickness	4.6838	1.10

V-Lab

State Street Bridgewater All Weather ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Bridgewater All Weather ETF Analyses