GMO International Qualty ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.34% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8837 | 15.51 | |
| 0.1237 | 5.79 | |
| 0.7925 | 28.63 | |
| 8.9152 | 0.78 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
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