Dynamic Active US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.02% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5516 | 2.89 | |
| 0.0375 | 4.48 | |
| 0.9613 | 80.41 | |
| 3.0285 | 3.47 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
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