Morgan Dempsey L CAP VAL ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.13% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4280 | 12.81 | |
| 0.0543 | 9.66 | |
| 0.9235 | 71.34 | |
| 10.5347 | 0.45 |
Estimation Period:
Apr 27, 2023 to Feb 13, 2026
Apr 27, 2023 to Feb 13, 2026
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