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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2227	11.41***
α ARCH Response to squared shocks	0.1032	7.47***
β GARCH Volatility persistence	0.8843	82.30***
ν DF Student-t tail thickness	7.3368	1.42

V-Lab

UPAR Ultra Risk Parity ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other UPAR Ultra Risk Parity ETF Analyses