LSV Disciplined Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.78% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0985 | 2.80 | |
| 0.0858 | 6.30 | |
| 0.9493 | 85.63 | |
| 4.4136 | 1.77 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
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