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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7428	6.15***
α ARCH Response to squared shocks	0.0194	0.12
β GARCH Volatility persistence	0.8808	5.82***
ν DF Student-t tail thickness	200.0000	0.00

V-Lab

Gabelli Opportunities in Live and Sports ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Gabelli Opportunities in Live and Sports ETF Analyses