UVA Unconstrained Medium-Term Fixed Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.72% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 7.86 | |
| 0.0605 | 43.61 | |
| 0.9936 | 1,036.08 | |
| 3.1574 | 77.76 |
Estimation Period:
Aug 21, 2017 to Feb 6, 2026
Aug 21, 2017 to Feb 6, 2026
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