SGI Enhanced Nasdaq-100 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.22% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8566 | 2.94 | |
| 0.0753 | 8.09 | |
| 0.9624 | 89.72 | |
| 4.0668 | 2.94 |
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Jun 14, 2024 to Feb 13, 2026
Other SGI Enhanced Nasdaq-100 ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs