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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7736	3.30***
α ARCH Response to squared shocks	0.0358	2.26**
β GARCH Volatility persistence	0.9294	53.36***
ν DF Student-t tail thickness	5.4513	0.42

V-Lab

SEI Select Small CAP ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SEI Select Small CAP ETF Analyses