Crossmark Large CAP Valu ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.56% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4882 | 12.97 | |
| 0.1433 | 0.94 | |
| 0.2580 | 0.93 | |
| 24.5141 | 0.07 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
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