Abacus FCF International Leaders ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.57% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1633 | 8.39 | |
| 0.1130 | 18.59 | |
| 0.9561 | 194.99 | |
| 5.7022 | 4.96 |
Estimation Period:
Jul 5, 2017 to Feb 6, 2026
Jul 5, 2017 to Feb 6, 2026
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