High Yield ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.69% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1056 | 13.32 | |
| 0.1238 | 8.50 | |
| 0.8469 | 59.11 | |
| 6.6195 | 1.93 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
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