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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0191	4.68***
α ARCH Response to squared shocks	0.0589	4.97***
β GARCH Volatility persistence	0.9913	265.28***
ν DF Student-t tail thickness	7.2162	1.33

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