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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5176	3.61***
α ARCH Response to squared shocks	0.0399	3.63***
β GARCH Volatility persistence	0.9445	52.28***
ν DF Student-t tail thickness	5.9877	0.50

V-Lab

Morgan Stanley PHY SM MD ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Morgan Stanley PHY SM MD ETF Analyses