ALPS Active Equity Opportunity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.27% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0083 | 8.06 | |
| 0.1114 | 21.33 | |
| 0.9678 | 205.61 | |
| 5.9461 | 6.64 |
Estimation Period:
Jun 7, 2016 to Feb 6, 2026
Jun 7, 2016 to Feb 6, 2026
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