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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0229	4.22***
α ARCH Response to squared shocks	0.0829	13.11***
β GARCH Volatility persistence	0.9831	266.58***
ν DF Student-t tail thickness	5.6579	3.76***

V-Lab

Defiance OIL Enhanced OP ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Defiance OIL Enhanced OP ETF Analyses