VanEck Pharmaceutical ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.72% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2021 | 12.23 | |
| 0.0904 | 29.24 | |
| 0.9748 | 418.36 | |
| 7.9543 | 5.32 |
Estimation Period:
Feb 1, 2000 to Feb 13, 2026
Feb 1, 2000 to Feb 13, 2026
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