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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7598	7.11***
α ARCH Response to squared shocks	0.1713	37.59***
β GARCH Volatility persistence	0.9945	1,327.77***
ν DF Student-t tail thickness	3.3264	35.54***

V-Lab

Ishares Large CAP ACC OT ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ishares Large CAP ACC OT ETF Analyses