AltShares Event-Driven ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.55% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3744 | 3.83 | |
| 0.0902 | 19.52 | |
| 0.9814 | 192.78 | |
| 4.5118 | 7.49 |
Estimation Period:
Sep 20, 2021 to Feb 6, 2026
Sep 20, 2021 to Feb 6, 2026
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