Activepassive US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.99% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7809 | 5.65 | |
| 0.0758 | 6.58 | |
| 0.9447 | 136.58 | |
| 5.8210 | 1.69 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
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