CI Mrngstr NT BK Qube Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.34% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8368 | 6.49 | |
| 0.0953 | 18.80 | |
| 0.9685 | 203.85 | |
| 5.3139 | 5.47 |
Estimation Period:
Feb 6, 2012 to Feb 6, 2026
Feb 6, 2012 to Feb 6, 2026
Other CI Mrngstr NT BK Qube Index Analyses
Other GAS-GARCH Student T Analyses on ETFs