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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5789	3.81***
α ARCH Response to squared shocks	0.0899	1.42
β GARCH Volatility persistence	0.7014	5.37***

γ₁	-19.2917	-2.71***
γ₂	30.9714	3.09***
γ₃	-13.0293	-2.66***
γ₄	-1.0655	-0.35

V-Lab

Yieldmax Trgt 12 SMC OPT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Yieldmax Trgt 12 SMC OPT ETF Analyses