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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0507	2.21**
α ARCH Response to squared shocks	0.0610	1.76*
β GARCH Volatility persistence	0.9591	68.32***
ν DF Student-t tail thickness	5.7845	0.57

V-Lab

Eventide International ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Eventide International ETF Analyses