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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	19.2200	6.03***
α ARCH Response to squared shocks	0.1858	13.75***
β GARCH Volatility persistence	0.8949	50.89***
ν DF Student-t tail thickness	4.0443	6.60***

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