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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1418	16.62***
α ARCH Response to squared shocks	0.1661	1.79*
β GARCH Volatility persistence	0.4578	4.97***
ν DF Student-t tail thickness	15.0258	0.23

V-Lab

Fundstrat Granny Shots US Large Cap & Income ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fundstrat Granny Shots US Large Cap & Income ETF Analyses