EA Bridgeway Omni Sm-Cap VAL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.71% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9363 | 13.40 | |
| 0.1217 | 2.69 | |
| 0.3301 | 6.96 | |
| 4.8356 | 0.94 |
Estimation Period:
Mar 13, 2023 to Feb 13, 2026
Mar 13, 2023 to Feb 13, 2026
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