Swan Hedged Equity US Large Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.95% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3477 | 13.40 | |
| 0.0764 | 9.68 | |
| 0.9476 | 166.18 | |
| 10.4672 | 1.33 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
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