Cambiar Aggressive Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.82% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7506 | 25.85 | |
| 0.1197 | 11.07 | |
| 0.8527 | 70.51 | |
| 9.2611 | 1.87 |
Estimation Period:
Feb 13, 2023 to Feb 6, 2026
Feb 13, 2023 to Feb 6, 2026
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