Goldman Sachs Marketbeta US 1000 Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.42% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4282 | 5.69 | |
| 0.0792 | 22.60 | |
| 0.9946 | 1,214.37 | |
| 6.8426 | 4.09 |
Estimation Period:
Apr 12, 2022 to Feb 13, 2026
Apr 12, 2022 to Feb 13, 2026
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