Direxion Auspice Broad Commodity Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.25% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4882 | 6.53 | |
| 0.0800 | 41.63 | |
| 0.9913 | 809.91 | |
| 4.4975 | 18.86 |
Estimation Period:
Mar 30, 2017 to Feb 6, 2026
Mar 30, 2017 to Feb 6, 2026
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