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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4074	5.51***
α ARCH Response to squared shocks	0.1397	38.93***
β GARCH Volatility persistence	0.9889	521.86***
ν DF Student-t tail thickness	3.8559	22.22***

V-Lab

FT Vest US EQ MO BU ETF July GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Vest US EQ MO BU ETF July Analyses