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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0360	3.30***
α ARCH Response to squared shocks	0.0990	5.93***
β GARCH Volatility persistence	0.9465	44.27***
ν DF Student-t tail thickness	4.8191	1.90*

V-Lab

Sterling Capital Multi-Strategy Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sterling Capital Multi-Strategy Income ETF Analyses