Brompton Split Corp Enhanced Equity Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.80% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0999 | 3.96 | |
| 0.1829 | 6.60 | |
| 0.9250 | 48.73 | |
| 6.5410 | 1.77 |
Estimation Period:
Mar 21, 2025 to Feb 6, 2026
Mar 21, 2025 to Feb 6, 2026
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