Frontier Asset Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.21% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 11.95 | |
| 0.0265 | 7.31 | |
| 0.9990 | 579.13 | |
| 4.1227 | 14.49 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
Other Frontier Asset Core Bond ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs