iMGP DBi Managed Futures Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.07% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6982 | 5.52 | |
| 0.1084 | 16.46 | |
| 0.9632 | 134.32 | |
| 5.2208 | 5.10 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
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