Stance Sustainable Beta ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.87% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0063 | 4.91 | |
| 0.0769 | 8.17 | |
| 0.9492 | 119.18 | |
| 6.2830 | 1.05 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
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