S&P 500 Structur ALT ETF NOV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.41% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 4.42 | |
| 0.1000 | 21.00 | |
| 0.9858 | 332.92 | |
| 4.4910 | 6.67 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
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