Research Affiliates Dele ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.08% (+6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1147 | 15.61 | |
| 0.1661 | 3.12 | |
| 0.3755 | 6.00 | |
| 6.1008 | 0.92 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
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