Rockcreek Global Equalty ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.10% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6742 | 7.46 | |
| 0.2248 | 3.74 | |
| 0.5757 | 10.62 | |
| 5.1712 | 1.37 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
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