Purpose Premium Yield Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.45% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 4.44 | |
| 0.1241 | 26.55 | |
| 0.9500 | 90.36 | |
| 2.5006 | 34.21 |
Estimation Period:
Jan 19, 2016 to Feb 13, 2026
Jan 19, 2016 to Feb 13, 2026
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