Harbor Human Capital Factor US Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.55% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7084 | 5.53 | |
| 0.0451 | 4.05 | |
| 0.9188 | 80.90 | |
| 5.6635 | 0.74 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
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