Abacus FCF Leaders ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.26% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0980 | 11.43 | |
| 0.1240 | 21.57 | |
| 0.9666 | 292.55 | |
| 9.7312 | 3.21 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
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