GMO Systematc Invt GD CR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.26% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 0.33 | |
| 0.0000 | 0.00 | |
| 0.9989 | 0.15 | |
| 200.0000 | 0.01 |
Estimation Period:
Jun 4, 2025 to Feb 13, 2026
Jun 4, 2025 to Feb 13, 2026
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