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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6055	0.68
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0020	0.00
ν DF Student-t tail thickness	200.0000	0.03

V-Lab

First Eagle US Equity ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Eagle US Equity ETF Analyses