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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2587	11.55***
α ARCH Response to squared shocks	0.1432	1.35
β GARCH Volatility persistence	0.0000	0.00
ν DF Student-t tail thickness	6.3853	0.42

V-Lab

iShares Systematic Alternatives Active ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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