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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3054	0.26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9990	1.07
ν DF Student-t tail thickness	100.0591	0.01

V-Lab

Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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