Doubleline Shiller Cape US Equities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.61% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1044 | 6.98 | |
| 0.1171 | 22.88 | |
| 0.9731 | 244.38 | |
| 6.2744 | 5.83 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
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