V-Lab: FT Vest Gold Strategy Target Income ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

FT Vest Gold Strategy Target Income ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:10.44% (-0.07%)

Analysis last updated: Thursday, April 25, 2024 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5276	4.16
$α$	0.0107	7.13
$β$	0.9925	165.81
$ν$	7	0.65

Estimation Period:
Mar 3, 2021 to Apr 19, 2024

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