Abacus FCF Innovation Leaders ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.27% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3812 | 14.32 | |
| 0.0856 | 15.86 | |
| 0.9720 | 318.79 | |
| 11.2057 | 2.79 |
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Dec 8, 2020 to Feb 6, 2026
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