Gotham 1000 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.77% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4425 | 6.11 | |
| 0.0786 | 11.60 | |
| 0.9709 | 234.57 | |
| 6.3127 | 3.02 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
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