Distillate International Fundamental Stability & Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.77% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0365 | 5.71 | |
| 0.0486 | 6.70 | |
| 0.9731 | 258.59 | |
| 8.0813 | 1.13 |
Estimation Period:
Dec 15, 2020 to Feb 13, 2026
Dec 15, 2020 to Feb 13, 2026
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