Horizon Nas-100 DEF Risk ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.56% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6900 | 4.22 | |
| 0.0938 | 1.44 | |
| 0.7369 | 7.75 | |
| 5.6440 | 0.35 |
Estimation Period:
Jul 10, 2025 to Feb 13, 2026
Jul 10, 2025 to Feb 13, 2026
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