Frontier Asset US LG CAP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.75% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9382 | 2.74 | |
| 0.0912 | 9.74 | |
| 0.9648 | 129.38 | |
| 4.8452 | 1.82 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
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