S&P 500 Struct ALT ETF - OCT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.45% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 3.51 | |
| 0.0919 | 12.03 | |
| 0.9779 | 187.37 | |
| 5.0217 | 3.33 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
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