Parametric Equity Plus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.62% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2195 | 2.88 | |
| 0.1023 | 7.99 | |
| 0.9461 | 63.72 | |
| 3.8083 | 3.12 |
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Nov 8, 2024 to Feb 6, 2026
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