Distillate US Fundamental Stability & Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.87% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2154 | 9.05 | |
| 0.1265 | 16.72 | |
| 0.9637 | 218.63 | |
| 8.9844 | 2.97 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
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