Rayliant Smdam JP Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.37% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8425 | 14.48 | |
| 0.1275 | 7.39 | |
| 0.8151 | 35.75 | |
| 7.4353 | 1.28 |
Estimation Period:
Apr 4, 2024 to Feb 6, 2026
Apr 4, 2024 to Feb 6, 2026
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