Mufg Japan Small CAP ACV ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.56% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9613 | 0.60 | |
| 0.0000 | 0.00 | |
| 0.7179 | 0.25 | |
| 10.7671 | 0.12 |
Estimation Period:
Sep 17, 2025 to Feb 3, 2026
Sep 17, 2025 to Feb 3, 2026
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