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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6564	11.78***
α ARCH Response to squared shocks	0.0649	8.74***
β GARCH Volatility persistence	0.9187	108.97***
ν DF Student-t tail thickness	7.6627	1.08

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Xtrackers S&P 100 Ex Top 20 ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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