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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1878	3.36***
α ARCH Response to squared shocks	0.0867	10.39***
β GARCH Volatility persistence	0.9532	143.86***
ν DF Student-t tail thickness	3.1556	6.60***

V-Lab

Principal Focused Blue Chip ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Principal Focused Blue Chip ETF Analyses