Activepassive Interm M B ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.51% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 9.06 | |
| 0.1469 | 7.96 | |
| 0.8896 | 84.35 | |
| 6.6962 | 1.97 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
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