V-Lab
FT Vest Gold Strategy Target Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:10.40% (+0.23%)
Analysis last updated: Wednesday, May 1, 2024 at 01:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5220 | 4.66 | |
| 0.0109 | 7.52 | |
| 0.9937 | 196.54 | |
| 7 | 0.84 |
Estimation Period:
Mar 3, 2021 to Apr 26, 2024
Mar 3, 2021 to Apr 26, 2024
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