VanEck Digital Transformation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.29% (+8.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.6600 | 11.08 | |
| 0.0349 | 7.52 | |
| 0.9745 | 172.21 | |
| 15.4398 | 0.46 |
Estimation Period:
Apr 14, 2021 to Feb 6, 2026
Apr 14, 2021 to Feb 6, 2026
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