GMO U.S. Quality ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.96% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7443 | 4.63 | |
| 0.0639 | 4.57 | |
| 0.9322 | 108.00 | |
| 5.1927 | 1.21 |
Estimation Period:
Nov 17, 2023 to Feb 6, 2026
Nov 17, 2023 to Feb 6, 2026
Other GMO U.S. Quality ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs