Defined Duration 10 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.96% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1892 | 6.46 | |
| 0.0378 | 12.90 | |
| 0.9913 | 570.72 | |
| 8.9992 | 1.91 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
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