Emerging Market Consumer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.88% (+3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0788 | 13.27 | |
| 0.1144 | 5.77 | |
| 0.8174 | 43.46 | |
| 7.8701 | 1.04 |
Estimation Period:
May 15, 2023 to Feb 20, 2026
May 15, 2023 to Feb 20, 2026
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