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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3419	0.38
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7449	0.42
ν DF Student-t tail thickness	4.4768	0.26

V-Lab

MD Sass Concentrated Value ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other MD Sass Concentrated Value ETF Analyses