Simplify MBS ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.34% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 9.79 | |
| 0.0342 | 13.14 | |
| 0.9990 | 2,002.00 | |
| 5.7144 | 7.66 |
Estimation Period:
Nov 7, 2023 to Feb 6, 2026
Nov 7, 2023 to Feb 6, 2026
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