Miller VAL Partners Leverage GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8192 | 2.33 | |
| 0.0507 | 2.94 | |
| 0.9404 | 49.82 | |
| 4.4913 | 0.83 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
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