FM Compounders Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.44% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7784 | 3.18 | |
| 0.0725 | 3.52 | |
| 0.9157 | 38.62 | |
| 4.1615 | 1.42 |
Estimation Period:
Nov 11, 2024 to Feb 6, 2026
Nov 11, 2024 to Feb 6, 2026
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