PMV Adaptive Risk Parity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.94% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4450 | 4.51 | |
| 0.0944 | 25.48 | |
| 0.9876 | 412.87 | |
| 4.5005 | 9.32 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
Other PMV Adaptive Risk Parity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs