LHA Market State Tactical Beta ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.97% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7739 | 4.40 | |
| 0.0572 | 8.87 | |
| 0.9808 | 197.06 | |
| 7.5292 | 1.64 |
Estimation Period:
Oct 20, 2020 to Feb 6, 2026
Oct 20, 2020 to Feb 6, 2026
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