Q3 All-Season Active Rotation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.74% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9410 | 5.41 | |
| 0.0866 | 4.33 | |
| 0.8662 | 31.35 | |
| 5.0161 | 1.32 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
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