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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0866	7.13***
α ARCH Response to squared shocks	0.1141	22.80***
β GARCH Volatility persistence	0.9731	249.44***
ν DF Student-t tail thickness	6.2974	5.73***

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Doubleline Shiller Cape US Equities ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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