Core Alternative ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.10% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4407 | 5.34 | |
| 0.1131 | 19.62 | |
| 0.9758 | 236.34 | |
| 5.7965 | 5.35 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
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