AGF US Market Neutral Anti-Beta Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.34% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5814 | 5.23 | |
| 0.0612 | 42.94 | |
| 0.9930 | 693.90 | |
| 3.9974 | 25.49 |
Estimation Period:
Sep 13, 2011 to Feb 13, 2026
Sep 13, 2011 to Feb 13, 2026
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