Quadratic Interest Rate Volatility and Inflation Hedge ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.32% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8262 | 5.99 | |
| 0.1168 | 39.13 | |
| 0.9939 | 1,053.97 | |
| 6.1834 | 8.98 |
Estimation Period:
May 14, 2019 to Feb 13, 2026
May 14, 2019 to Feb 13, 2026
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