Purpose Multi-Strgy MKT Ntrl GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.30% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6695 | 4.63 | |
| 0.0318 | 32.59 | |
| 0.9885 | 340.86 | |
| 2.4466 | 44.39 |
Estimation Period:
Oct 14, 2014 to Feb 13, 2026
Oct 14, 2014 to Feb 13, 2026
Other Purpose Multi-Strgy MKT Ntrl Analyses
Other GAS-GARCH Student T Analyses on ETFs