First Trust Alternative Absolute Return Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.93% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3194 | 10.34 | |
| 0.0683 | 55.60 | |
| 0.9961 | 1,968.53 | |
| 3.5563 | 108.70 |
Estimation Period:
May 23, 2016 to Feb 6, 2026
May 23, 2016 to Feb 6, 2026
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