Alpha Architect High Inflation And Deflation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.08% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 6.48 | |
| 0.1347 | 31.52 | |
| 0.9914 | 856.86 | |
| 5.1212 | 11.78 |
Estimation Period:
Nov 17, 2022 to Feb 6, 2026
Nov 17, 2022 to Feb 6, 2026
Other Alpha Architect High Inflation And Deflation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs