Purpose Global Bond Class GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.61% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1655 | 5.14 | |
| 0.1164 | 35.28 | |
| 0.9846 | 360.93 | |
| 4.0273 | 16.70 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
Other Purpose Global Bond Class Analyses
Other GAS-GARCH Student T Analyses on ETFs