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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0654	9.47***
α ARCH Response to squared shocks	0.1324	22.90***
β GARCH Volatility persistence	0.9686	251.12***
ν DF Student-t tail thickness	8.1519	4.47***

V-Lab

Goldman Sachs Equal Weight US Large Cap Equity ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Equal Weight US Large Cap Equity ETF Analyses