Anfield US Equity Sector Rotation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.77% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4723 | 6.17 | |
| 0.1231 | 11.39 | |
| 0.9497 | 108.21 | |
| 6.5439 | 2.72 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
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