Regan Floating Rate MBS ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.10% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 23.80 | |
| 0.1199 | 3.14 | |
| 0.3363 | 5.33 | |
| 7.6036 | 0.63 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
Other Regan Floating Rate MBS ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs