Activepassive Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.23% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1183 | 6.51 | |
| 0.0277 | 12.99 | |
| 0.9990 | 1,190.70 | |
| 15.0456 | 0.76 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
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