VanEck Preferred Securities ex Financials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.23% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3496 | 5.49 | |
| 0.1348 | 25.31 | |
| 0.9790 | 248.03 | |
| 6.6154 | 5.99 |
Estimation Period:
Jul 19, 2012 to Feb 6, 2026
Jul 19, 2012 to Feb 6, 2026
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