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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5842	5.35***
α ARCH Response to squared shocks	0.0782	4.21***
β GARCH Volatility persistence	0.9413	64.95***
ν DF Student-t tail thickness	6.5526	1.06

V-Lab

Baron First Principles ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Baron First Principles ETF Analyses