Convergence Long/short Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.37% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7706 | 10.31 | |
| 0.0680 | 7.62 | |
| 0.9535 | 162.80 | |
| 9.9330 | 0.94 |
Estimation Period:
Feb 22, 2022 to Feb 6, 2026
Feb 22, 2022 to Feb 6, 2026
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