Distillate Small/Mid Cash Flow ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.45% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7511 | 4.18 | |
| 0.0543 | 5.60 | |
| 0.9648 | 219.27 | |
| 6.4678 | 1.07 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
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