CrossingBridge Ultra-Short Duration ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.26% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 3.03 | |
| 0.1766 | 32.64 | |
| 0.9653 | 92.04 | |
| 2.4711 | 46.32 |
Estimation Period:
Sep 21, 2021 to Feb 13, 2026
Sep 21, 2021 to Feb 13, 2026
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