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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6185	16.34***
α ARCH Response to squared shocks	0.1213	4.83***
β GARCH Volatility persistence	0.6290	18.81***
ν DF Student-t tail thickness	6.5626	1.00

V-Lab

Sequoia Global Value ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sequoia Global Value ETF Analyses