VanEck Durable High Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.87% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8146 | 10.68 | |
| 0.1166 | 21.81 | |
| 0.9515 | 180.65 | |
| 6.9340 | 3.66 |
Estimation Period:
Oct 31, 2018 to Feb 6, 2026
Oct 31, 2018 to Feb 6, 2026
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