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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7923	2.77***
α ARCH Response to squared shocks	0.0784	6.39***
β GARCH Volatility persistence	0.9635	96.74***
ν DF Student-t tail thickness	4.0666	3.06***

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Jpmorgan Actv DVP MRS EQ ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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