CoreValues Alpha Greater China Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.31% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4663 | 3.78 | |
| 0.0836 | 11.09 | |
| 0.9432 | 83.24 | |
| 3.4764 | 4.70 |
Estimation Period:
Jul 1, 2020 to Feb 13, 2026
Jul 1, 2020 to Feb 13, 2026
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