Principal US Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:860.78% (+63.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 277.4209 | 12.79 | |
| 0.0739 | 98.31 | |
| 0.9990 | 11,752.94 | |
| 2.0005 | 1,000,233.00 |
Estimation Period:
Sep 22, 2016 to Feb 13, 2026
Sep 22, 2016 to Feb 13, 2026
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