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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9063	10.03***
α ARCH Response to squared shocks	0.1161	27.85***
β GARCH Volatility persistence	0.9633	252.78***
ν DF Student-t tail thickness	5.7208	7.17***

V-Lab

GraniteShares HIPS US High Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other GraniteShares HIPS US High Income ETF Analyses