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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7641	7.97***
α ARCH Response to squared shocks	0.0591	1.69*
β GARCH Volatility persistence	0.9398	34.72***
ν DF Student-t tail thickness	25.3368	0.11

V-Lab

DF Tactical 30 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other DF Tactical 30 ETF Analyses