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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.9852	14.96***
α ARCH Response to squared shocks	0.0371	1.06
β GARCH Volatility persistence	0.9249	5.74***
ν DF Student-t tail thickness	43.9973	0.03

V-Lab

TDAQ Lift ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TDAQ Lift ETF Analyses