Harbor International Compounders ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.13% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0349 | 7.90 | |
| 0.0491 | 6.17 | |
| 0.9431 | 129.20 | |
| 7.8581 | 0.73 |
Estimation Period:
Sep 8, 2022 to Feb 6, 2026
Sep 8, 2022 to Feb 6, 2026
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