Goldman Sachs Hedge Industry VIP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.23% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8580 | 5.59 | |
| 0.1201 | 24.27 | |
| 0.9820 | 292.78 | |
| 7.0727 | 5.27 |
Estimation Period:
Nov 3, 2016 to Feb 13, 2026
Nov 3, 2016 to Feb 13, 2026
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