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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	18.8090	6.07***
α ARCH Response to squared shocks	0.1838	13.71***
β GARCH Volatility persistence	0.8945	51.01***
ν DF Student-t tail thickness	4.0387	6.55***

V-Lab

-1x Short VIX Futures ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other -1x Short VIX Futures ETF Analyses