Oakmark U.S. Large CAP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:18.26% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1822 | 2.64 | |
| 0.0817 | 3.01 | |
| 0.8701 | 18.25 | |
| 3.4747 | 1.43 |
Estimation Period:
Dec 3, 2024 to Feb 13, 2026
Dec 3, 2024 to Feb 13, 2026
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