Parametric Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.61% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6659 | 4.45 | |
| 0.1242 | 27.92 | |
| 0.9925 | 860.76 | |
| 4.4153 | 7.85 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
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