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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0199	5.08***
α ARCH Response to squared shocks	0.0573	4.83***
β GARCH Volatility persistence	0.9926	246.25***
ν DF Student-t tail thickness	7.3772	1.15

V-Lab

Innovatr EQ DF PR - 1 YR MAY GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovatr EQ DF PR - 1 YR MAY Analyses