Nicholas Fixed Income Alternative ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.87% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 6.61 | |
| 0.1049 | 28.39 | |
| 0.9841 | 446.69 | |
| 3.7462 | 23.53 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
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