Alger Russell Innovation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.59% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9130 | 5.52 | |
| 0.0889 | 5.18 | |
| 0.9335 | 94.95 | |
| 5.4265 | 1.66 |
Estimation Period:
Jan 7, 2025 to Feb 13, 2026
Jan 7, 2025 to Feb 13, 2026
Other Alger Russell Innovation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs