Bluemonte Large CAP Vlue ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.00% (+4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3795 | 18.31 | |
| 0.2023 | 2.00 | |
| 0.2168 | 1.79 | |
| 20.1227 | 0.21 |
Estimation Period:
Jun 24, 2025 to Feb 6, 2026
Jun 24, 2025 to Feb 6, 2026
Other Bluemonte Large CAP Vlue ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs