Arrow Dow Jones Global Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.77% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8785 | 10.23 | |
| 0.1425 | 23.97 | |
| 0.9551 | 223.42 | |
| 6.3496 | 6.17 |
Estimation Period:
May 8, 2012 to Feb 6, 2026
May 8, 2012 to Feb 6, 2026
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