Morgan Stanley PHY SM MD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.51% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6216 | 2.63 | |
| 0.0445 | 3.39 | |
| 0.9483 | 74.80 | |
| 5.0016 | 0.66 |
Estimation Period:
Dec 9, 2024 to Feb 6, 2026
Dec 9, 2024 to Feb 6, 2026
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