First Trust Alerian Disruptive GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5694 | 7.48 | |
| 0.0878 | 46.92 | |
| 0.9968 | 2,176.38 | |
| 8.0604 | 8.46 |
Estimation Period:
Aug 30, 2007 to Feb 13, 2026
Aug 30, 2007 to Feb 13, 2026
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