Emerging Market Consumer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.71% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0805 | 12.84 | |
| 0.1182 | 5.72 | |
| 0.8147 | 40.99 | |
| 7.8028 | 1.07 |
Estimation Period:
May 15, 2023 to Feb 6, 2026
May 15, 2023 to Feb 6, 2026
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