V-Lab
FT Vest Gold Strategy Target Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:10.51% (-0.02%)
Analysis last updated: Wednesday, April 24, 2024 at 01:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5276 | 4.16 | |
| 0.0107 | 7.13 | |
| 0.9925 | 165.81 | |
| 7 | 0.65 |
Estimation Period:
Mar 3, 2021 to Apr 19, 2024
Mar 3, 2021 to Apr 19, 2024
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