Proshares S&P Kensho Smart Factories ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.02% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0277 | 12.57 | |
| 0.0438 | 10.40 | |
| 0.9690 | 241.89 | |
| 12.8984 | 0.66 |
Estimation Period:
Sep 30, 2021 to Feb 6, 2026
Sep 30, 2021 to Feb 6, 2026
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