Efficient Market PF Plus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.39% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5508 | 2.30 | |
| 0.0481 | 0.90 | |
| 0.8679 | 6.43 | |
| 5.5916 | 0.22 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
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