Global X NASDAQ 100 Tail Risk ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.37% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3237 | 3.84 | |
| 0.0439 | 7.11 | |
| 0.9742 | 94.15 | |
| 4.4236 | 2.87 |
Estimation Period:
Aug 26, 2021 to Feb 6, 2026
Aug 26, 2021 to Feb 6, 2026
Other Global X NASDAQ 100 Tail Risk ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs