DoubleLine Commercial Real Estate Debt ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.52% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 6.12 | |
| 0.0580 | 27.19 | |
| 0.9956 | 1,202.45 | |
| 3.9421 | 13.75 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
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