TCW Artificial Intelligence GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.25% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1792 | 3.04 | |
| 0.0697 | 3.89 | |
| 0.9399 | 70.66 | |
| 4.4428 | 1.46 |
Estimation Period:
May 6, 2024 to Feb 6, 2026
May 6, 2024 to Feb 6, 2026
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