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{name} Model Equation

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Param	Value	t-stat
ωconst	2.7860	0.02
αARCH	0.0000	0.00
βGARCH	0.9816	0.04
νDF	25.4503	0.01

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7860	0.02
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9816	0.04
ν DF Student-t tail thickness	25.4503	0.01

V-Lab

Twin Oak Strategic Solutions ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Twin Oak Strategic Solutions ETF Analyses