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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4167	4.34***
α ARCH Response to squared shocks	0.0985	20.32***
β GARCH Volatility persistence	0.9868	342.77***
ν DF Student-t tail thickness	5.7206	5.42***

V-Lab

PMV Adaptive Risk Parity ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PMV Adaptive Risk Parity ETF Analyses