Frontier Asset ABS Retrn ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.76% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2112 | 6.30 | |
| 0.1798 | 5.81 | |
| 0.8311 | 32.87 | |
| 5.6512 | 1.58 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
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