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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3339	0.04
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9974	0.07
ν DF Student-t tail thickness	19.1791	0.01

V-Lab

Simplify US Equity PLUS Managed Futures Strategy ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Simplify US Equity PLUS Managed Futures Strategy ETF Analyses