SEI DBI Multi-Strategy A ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.30% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2953 | 1.54 | |
| 0.0920 | 2.39 | |
| 0.8872 | 16.11 | |
| 3.0043 | 1.67 |
Estimation Period:
Aug 25, 2025 to Feb 6, 2026
Aug 25, 2025 to Feb 6, 2026
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