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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5353	3.57***
α ARCH Response to squared shocks	0.0419	3.71***
β GARCH Volatility persistence	0.9451	60.27***
ν DF Student-t tail thickness	5.8214	0.57

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