AltShares Merger Arbitrage ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 3.46 | |
| 0.0967 | 11.40 | |
| 0.9497 | 72.21 | |
| 3.6334 | 5.34 |
Estimation Period:
May 7, 2020 to Feb 13, 2026
May 7, 2020 to Feb 13, 2026
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