McElhenny Sheffield Managed Risk ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.61% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7511 | 5.43 | |
| 0.0911 | 34.39 | |
| 0.9935 | 1,013.79 | |
| 4.5785 | 14.29 |
Estimation Period:
Nov 17, 2021 to Feb 6, 2026
Nov 17, 2021 to Feb 6, 2026
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