Alpha Blue CA US S M C D ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.78% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1132 | 12.89 | |
| 0.2012 | 4.57 | |
| 0.4158 | 9.59 | |
| 4.9092 | 1.81 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
Other Alpha Blue CA US S M C D ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs