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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5690	3.95***
α ARCH Response to squared shocks	0.1044	2.14**
β GARCH Volatility persistence	0.8414	14.31***
ν DF Student-t tail thickness	6.7912	0.37

V-Lab

First Trust Enhanced Stocks Bonds & Gold ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust Enhanced Stocks Bonds & Gold ETF Analyses