Abrdn Focused US SMA CAP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.19% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9572 | 4.32 | |
| 0.0871 | 3.89 | |
| 0.9429 | 75.14 | |
| 7.2951 | 0.69 |
Estimation Period:
Feb 18, 2025 to Feb 6, 2026
Feb 18, 2025 to Feb 6, 2026
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