NBI Liquid Alternatives ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.32% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5023 | 4.27 | |
| 0.0967 | 16.76 | |
| 0.9594 | 98.51 | |
| 3.7116 | 7.32 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
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