Hilton BDC Corporat Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.64% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 4.21 | |
| 0.0903 | 2.45 | |
| 0.6849 | 9.06 | |
| 3.7591 | 0.82 |
Estimation Period:
Jun 11, 2025 to Feb 6, 2026
Jun 11, 2025 to Feb 6, 2026
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