Absolute Select Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.98% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5897 | 10.21 | |
| 0.0907 | 16.51 | |
| 0.9517 | 162.71 | |
| 7.8985 | 2.00 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
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