Ishares Managed Futr ACT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.43% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3572 | 1.64 | |
| 0.1797 | 3.76 | |
| 0.8607 | 11.09 | |
| 2.9442 | 3.43 |
Estimation Period:
Mar 13, 2025 to Feb 6, 2026
Mar 13, 2025 to Feb 6, 2026
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