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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6510	0.67
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9962	0.93
ν DF Student-t tail thickness	23.1992	0.05

V-Lab

Fundstrat Granny Shots US Small- & Mid-Cap ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fundstrat Granny Shots US Small- & Mid-Cap ETF Analyses