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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0702	7.97***
α ARCH Response to squared shocks	0.0363	0.78
β GARCH Volatility persistence	0.9099	7.11***
ν DF Student-t tail thickness	20.4493	0.03

V-Lab

BNY Mellon Active Core Bond ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BNY Mellon Active Core Bond ETF Analyses